A SQP method for inequality constrained optimization.

DOI10.1007/s102550200005zbMath1114.90480OpenAlexW2060375794MaRDI QIDQ1611084

Xiang-Sun Zhang, Ju-liang Zhang

Publication date: 20 August 2002

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s102550200005

zbMATH Keywords

global convergenceinequality constrained optimizationSQP methodnondifferentiable exact penalty function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (4)

Convergence of the BFGS-SQP Method for Degenerate Problems ⋮ Sequential penalty algorithm for nonlinear constrained optimization ⋮ An SQP-filter method for inequality constrained optimization and its global convergence ⋮ An SQP algorithm with cautious updating criteria for nonlinear degenerate problems

Cites Work

• An algorithm for solving linearly constrained minimax problems
• Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
• A robust sequential quadratic programming method
• A modified SQP method and its global convergence
• Unnamed Item

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