A SQP method for inequality constrained optimization.
DOI10.1007/S102550200005zbMATH Open1114.90480OpenAlexW2060375794MaRDI QIDQ1611084FDOQ1611084
Authors: Xiangsun 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
global convergenceSQP methodinequality constrained optimizationnondifferentiable exact penalty function
Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)
Cites Work
- A robust sequential quadratic programming method
- A modified SQP method and its global convergence
- Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
- An algorithm for solving linearly constrained minimax problems
- A SQP method for equality constrained optimization and its convergence
Cited In (6)
- A type of efficient feasible SQP algorithms for inequality constrained optimization
- An SQP-filter method for inequality constrained optimization and its global convergence
- Sequential penalty algorithm for nonlinear constrained optimization
- Title not available (Why is that?)
- Convergence of the BFGS-SQP Method for Degenerate Problems
- An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
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