Sequential Quadratic Programming with Penalization of the Displacement

DOI10.1137/0805038MaRDI QIDQ4862783zbMATH OpenOpenAlexFDO

Authors G. Launay, J. Frédéric Bonnans

Publication date 1 February 1996

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

Full work available at URL https://doi.org/10.1137/0805038

zbMATH Keywords

Newton's methodtrust regionexact penalizationquasi-Newton algorithmsconvergence of a sequential quadratic programming algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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