A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
DOI10.1016/j.amc.2009.04.022zbMath1180.65077OpenAlexW2011775228MaRDI QIDQ833162
Xiao-Yan Ke, Wei-Xin Cheng, Jin-Bao Jian
Publication date: 12 August 2009
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2009.04.022
algorithmglobal convergencenumerical resultsconstrained optimizationsuperlinear convergenceMaratos effectnorm-relaxed SQP methodsuccessive quadratic programming (SQP) methodMangasarian-Fromovitz constraint qualificationnonlinear optimization with inequalitiesnorm-relaxed methodsub-feasible directions
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
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