A stabilized SQP method: superlinear convergence
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Publication:526843
DOI10.1007/s10107-016-1066-7zbMath1367.49003OpenAlexW2520766194MaRDI QIDQ526843
Philip E. Gill, Daniel P. Robinson, Vyacheslav Kungurtsev
Publication date: 15 May 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1066-7
nonlinear optimizationaugmented Lagrangianstabilized SQPsequential quadratic programming (SQP)primal-dual methodssecond-order optimality
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for optimal control problems involving partial differential equations (49J20) Direct numerical methods for linear systems and matrix inversion (65F05)
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