Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
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Publication:3358159
DOI10.1137/0728063zbMath0732.65055OpenAlexW1967942590MaRDI QIDQ3358159
Publication date: 1991
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0728063
penalty functionnonmonotone line searchbacktrackingnonlinear programming problemsMaratos effectsequential quadratic programming algorithms
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)
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