Some new facts about sequential quadratic programming methods employing second derivatives

DOI10.1080/10556788.2016.1177528zbMATH Open1349.90764OpenAlexW2346366034MaRDI QIDQ2829576FDOQ2829576

Authors: A. F. Izmailov, M. V. Solodov 

Publication date: 8 November 2016

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

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

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zbMATH Keywords

sequential quadratic programmingpenalty functiondescent directionquadratic convergence

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
• An inexact Newton method for nonconvex equality constrained optimization
• Newton-Type Methods for Optimization and Variational Problems
• Abstract Newtonian frameworks and their applications
• Numerical methods for large-scale nonlinear optimization
• A sequential quadratic programming algorithm with an additional equality constrained phase
• A robust sequential quadratic programming method
• A second derivative SQP method: global convergence
• A second derivative SQP method: local convergence and practical issues
• Sharp primal superlinear convergence results for some Newtonian methods for constrained optimization
• An Inexact SQP Method for Equality Constrained Optimization
• A truncated SQP method based on inexact interior-point solutions of subproblems
• Newton-type methods: a broader view

Cited In (3)

• A second derivative SQP method: local convergence and practical issues
• Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
• Penalty functions, Newton's method, and quadratic programming

Uses Software

• PLCP
• SQPlab

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