A variant of SQP method for inequality constrained optimization and its global convergence
DOI10.1016/J.CAM.2005.11.004zbMATH Open1103.65068OpenAlexW2159682255MaRDI QIDQ2432728FDOQ2432728
Authors: Jiangtao Mo, Kecun Zhang, Zengxin Wei 
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
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numerical examplessequential quadratic programmingglobal convergenceSQP methodinequality constrained optimization
Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)
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Cited In (15)
- An adjoint-based SQP algorithm with quasi-Newton Jacobian updates for inequality constrained optimization
- Two-phase-SQP method with higher-order convergence property
- A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints
- A sequential quadratic programming method for constrained multi-objective optimization problems
- Title not available (Why is that?)
- A variant of feasible descent SQP method for inequality constrained optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Two-phase generalized reduced gradient method for constrained global optimization
- Global convergence on an active set SQP for inequality constrained optimization
- A new norm-relaxed SQP algorithm with global convergence
- Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
- A Globally Convergent SQCQP Method for Multiobjective Optimization Problems
- Parallel variable distribution algorithm for constrained optimization with nonmonotone technique
- On the global convergence for a variant of SQP method
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