A variant of SQP method for inequality constrained optimization and its global convergence

DOI10.1016/j.cam.2005.11.004zbMath1103.65068OpenAlexW2159682255MaRDI QIDQ2432728

Jiangtao Mo, Zeng-xin Wei, Ke-Cun Zhang

Publication date: 25 October 2006

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.11.004

zbMATH Keywords

global convergencesequential quadratic programmingnumerical examplesinequality constrained optimizationSQP method

Mathematics Subject Classification ID

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

Related Items (6)

Parallel variable distribution algorithm for constrained optimization with nonmonotone technique ⋮ Two-phase generalized reduced gradient method for constrained global optimization ⋮ Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems ⋮ A new norm-relaxed SQP algorithm with global convergence ⋮ Two-phase-SQP method with higher-order convergence property ⋮ A sequential quadratic programming method for constrained multi-objective optimization problems

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