A Feasible Trust-Region Sequential Quadratic Programming Algorithm

DOI10.1137/S1052623402413227zbMath1073.90047OpenAlexW2107502531MaRDI QIDQ4651984

Stephen J. Wright, Matthew J. Tenny

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623402413227

zbMATH Keywords

sequential quadratic programmingnonlinear constrained optimizationfeasible algorithmtrust-region algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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