A robust SQP method based on a smoothing approximate penalty function for inequality constrained optimization.
The general inequality constrained nonlinear programming problem is considered where both the objective function and the constraints can be nonlinear. The paper presents a solution algorithm based on a sequential quadratic programming approach. The merit function it uses to determine the steplength is easy to compute thus it is quite suitable for practical computations. The algorithm automatically adjusts penalty parameters. It can also efficiently cope with the possible inconsistency of the quadratic search problem.
- A SQP algorithm based on a smoothing lower order penalty function for inequality constrained optimization
- A SQP method based on a modified penalty function for nonlinear inequality constrained optimization problem
- A robust SQP method based on a smoothing lower order penalty function†
- scientific article; zbMATH DE number 1932419
- A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
- A SQP method for equality constrained optimization and its convergence
- A robust SQP method based on a smoothing lower order penalty function†
- A SQP algorithm based on a smoothing lower order penalty function for inequality constrained optimization
- A Robust Algorithm for Optimization with General Equality and Inequality Constraints
- scientific article; zbMATH DE number 1932419 (Why is no real title available?)
- A SQP method based on a modified penalty function for nonlinear inequality constrained optimization problem
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