A Family of Descent Functions for Constrained Optimization

DOI10.1137/0721071zbMath0575.65066OpenAlexW2027929240MaRDI QIDQ3694575

Jon W. Tolle, Paul T. Boggs

Publication date: 1984

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0721071

zbMATH Keywords

penalty functionsquasi-Newton methodsmerit functionline searchsequential quadratic programming algorithmequality constrained nonlinear programmingQ-superlinear convergencesteplength

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (7)

A sparse sequential quadratic programming algorithm ⋮ An analysis of reduced Hessian methods for constrained optimization ⋮ A primal-dual augmented Lagrangian ⋮ Projected quasi-Newton algorithm with trust region for constrained optimization ⋮ Sequential quadratic programming for certain parameter identification problems ⋮ An adaptive augmented Lagrangian method for large-scale constrained optimization ⋮ A new successive quadratic programming algorithm

This page was built for publication: A Family of Descent Functions for Constrained Optimization