Switching stepsize strategies for sequential quadratic programming

DOI10.1007/S10957-010-9790-2zbMATH Open1219.90190OpenAlexW1997390521MaRDI QIDQ635801FDOQ635801

Authors: George Tzallas-Regas, Berç Rustem 

Publication date: 23 August 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9790-2

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zbMATH Keywords

nonlinear programmingglobal convergenceSQPmerit functionsstepsize convergenceswitching stepsize strategies

Mathematics Subject Classification ID

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

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• Switching stepsize strategies for sequential quadratic programming

Cited In (5)

• An interior-point algorithm for nonlinear minimax problems
• The Sequential Quadratic Programming Method
• A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
• An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
• Switching stepsize strategies for sequential quadratic programming

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