Some new facts about sequential quadratic programming methods employing second derivatives

DOI10.1080/10556788.2016.1177528zbMath1349.90764OpenAlexW2346366034MaRDI QIDQ2829576

Mikhail V. Solodov, Alexey F. Izmailov

Publication date: 8 November 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2016.1177528

zbMATH Keywords

sequential quadratic programmingquadratic convergencepenalty functiondescent direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Related Items

Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers

Uses Software

• PLCP
• SQPlab

Cites Work

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