A variant of SQP method for inequality constrained optimization and its global convergence
The authors study the optimization problem where the objective function is continuously differentiable and the constraints are defined by means of an inequality of a continuously differentiable function. The article begins with an introduction to this problem and a set of useful definitions. The second section presents the proposed sequential quadratic programming (SQP) algorithm. This section is followed by a theoretical investigation of the convergence of the algorithm, where a number of theorems and lemmas are proven. The article concludes with a numerical investigation where two examples taken from the existing literature are solved.
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