Numerical behavior of a stabilized SQP method for degenerate NLP problems

DOI10.1007/B94062zbMATH Open1255.90110OpenAlexW2624301280MaRDI QIDQ5897046FDOQ5897046

Authors M. E. Mostafa El-Sayed, Stephen J. Wright, L. N. Vicente

Publication date 2 February 2010

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/b94062

zbMATH Keywords

nonlinear programmingdegeneracyinfeasibilitysuccessive quadratic programmingidentification of active constraints

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonlinear programming (90C30)

Recommendations

• A stabilized SQP method: superlinear convergence
• Subspace-stabilized sequential quadratic programming
• An SQP algorithm for degenerate problems
• A stabilized filter SQP algorithm for nonlinear programming
• A stabilized SQP method: global convergence

Cited in

(8)

• An adaptive augmented Lagrangian method for large-scale constrained optimization
• Subspace-stabilized sequential quadratic programming
• Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
• Stabilized SQP revisited
• A stabilized SQP method: superlinear convergence
• Combining stabilized SQP with the augmented Lagrangian algorithm
• Sequential quadratic programming methods for parametric nonlinear optimization
• On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods

This page was built for publication: Numerical behavior of a stabilized SQP method for degenerate NLP problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5897046)