A successive quadratic programming algorithm with global and superlinear convergence properties
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Publication:3731379
DOI10.1007/BF01580879zbMath0597.90077MaRDI QIDQ3731379
Publication date: 1986
Published in: Mathematical Programming (Search for Journal in Brave)
superlinear convergence; second-order approximation; successive quadratic programming; Maratos effect; Kuhn- Tucker point; nonsmooth exact penalty function; twice continuously differentiable; direction-finding subproblems
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49M37: Numerical methods based on nonlinear programming
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