Switching stepsize strategies for sequential quadratic programming

DOI10.1007/s10957-010-9790-2zbMath1219.90190MaRDI QIDQ635801

George Tzallas-Regas, Berc 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

zbMATH Keywords

global convergence; nonlinear programming; SQP; merit functions; stepsize convergence; switching stepsize strategies

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C55: Methods of successive quadratic programming type

Related Items

Switching stepsize strategies for sequential quadratic programming, An interior-point algorithm for nonlinear minimax problems

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