Some new facts about sequential quadratic programming methods employing second derivatives

DOI10.1080/10556788.2016.1177528MaRDI QIDQ2829576zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• A robust sequential quadratic programming method
• A second derivative SQP method: global convergence
• A second derivative SQP method: local convergence and practical issues
• A sequential quadratic programming algorithm with an additional equality constrained phase
• A truncated SQP method based on inexact interior-point solutions of subproblems
• Abstract Newtonian frameworks and their applications
• An Inexact SQP Method for Equality Constrained Optimization
• An inexact Newton method for nonconvex equality constrained optimization
• Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
• Newton-Type Methods for Optimization and Variational Problems
• Newton-type methods: a broader view
• Numerical methods for large-scale nonlinear optimization
• Sharp primal superlinear convergence results for some Newtonian methods for constrained optimization

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

Describes a project that uses

Uses Software

• SQPlab
• PLCP

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