Switching stepsize strategies for sequential quadratic programming

DOI10.1007/S10957-010-9790-2MaRDI QIDQ635801zbMATHOpenAlexFDO

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

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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Cited in

(5)

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

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