On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming
From MaRDI portal
Publication:4152346
DOI10.1093/imamat/21.1.67zbMath0373.90056MaRDI QIDQ4152346
Publication date: 1978
Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamat/21.1.67
Related Items
A New Algorithm To Solve Calculus Of Variations Problems Using Wolef's Convergence Theory,Part 1:Theory And Algorithm, Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization, The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis, Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function, Numerical methods for singular optimal control, Computer experiments on quadratic programming algorithms, A trust region algorithm for equality constrained optimization, An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems, Local convergence analysis for the REQP algorithm using conjugate basis matrices, Equality and inequality constrained optimization algorithms with convergent stepsizes, Geometric approach to Fletcher's ideal penalty function, Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems, A recursive quadratic programming algorithm that uses differentiable exact penalty functions, A two-stage feasible directions algorithm for nonlinear constrained optimization, Two-level decomposition in sequential quadratic programming with penalty functions
