A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
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Publication:2910881
DOI10.1137/090780201zbMath1246.49031OpenAlexW2063670264MaRDI QIDQ2910881
Michael L. Overton, Frank E. Curtis
Publication date: 12 September 2012
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090780201
line search algorithmnonconvex and nonsmooth optimization problemssequential quadratic programming (SQP) algorithm
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)
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