A successive quadratic programming algorithm with global and superlinear convergence properties
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Publication:3731379
DOI10.1007/BF01580879zbMath0597.90077OpenAlexW1981336262MaRDI QIDQ3731379
Publication date: 1986
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01580879
superlinear convergencesecond-order approximationsuccessive quadratic programmingMaratos effectKuhn- Tucker pointnonsmooth exact penalty functiontwice continuously differentiabledirection-finding subproblems
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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