Local Convergence of SQP Methods in Semi-Infinite Programming
From MaRDI portal
Publication:4852584
DOI10.1137/0805031zbMath0840.65056OpenAlexW2085165438MaRDI QIDQ4852584
No author found.
Publication date: 27 June 1996
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0805031
convergencesequential quadratic programmingsemi-infinite programmingBroyden-Fletcher-Goldfarb-Shanno update
Related Items (13)
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints ⋮ On the numerical treatment of linearly constrained semi-infinite optimization problems ⋮ On linear-quadratic elliptic control problems of semi-infinite type ⋮ An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs ⋮ Relaxed cutting plane method with convexification for solving nonlinear semi-infinite programming problems ⋮ A smoothing Newton method for semi-infinite programming ⋮ An iterative method for solving KKT system of the semi-infinite programming ⋮ Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints ⋮ A reduction method for semi-infinite programming by means of a global stochastic approach† ⋮ An Efficient Algorithm for Min-Max Convex Semi-Infinite Programming Problems ⋮ A new adaptive method to nonlinear semi-infinite programming ⋮ Interior point filter method for semi-infinite programming problems ⋮ An inexact primal-dual algorithm for semi-infinite programming
This page was built for publication: Local Convergence of SQP Methods in Semi-Infinite Programming
