A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection

DOI10.1137/120880045zbMath1301.49069OpenAlexW2025644537MaRDI QIDQ3192106

James V. Burke, Hao Wang, Frank E. Curtis

Publication date: 26 September 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/04cf2d31bad692c97e92c3ea4b23cdb895ed00a9

zbMATH Keywords

nonlinear optimizationsuperlinear convergenceexact penalizationline search methodssequential quadratic optimizationinfeasibility detection

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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