A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence

DOI10.1016/J.CAM.2009.11.061zbMATH Open1188.65081OpenAlexW2068294711MaRDI QIDQ848564FDOQ848564

Authors: Zhong Jin, Yuqing Wang 

Publication date: 4 March 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.11.061

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zbMATH Keywords

inequality constrained optimizationMaratos effectglobal and superlinear convergenceKKT pointFSQP

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

Cites Work

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• Test examples for nonlinear programming codes
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• A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• A note on quasi-newton formulae for sparse second derivative matrices
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Cited In (10)

• A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
• A variant of SQP method for inequality constrained optimization and its global convergence
• A superlinearly and quadratically convergent SQP type feasible method for constrained optimization
• A feasible SQP descent method for inequality constrained optimization problems and its convergence
• A variant of feasible descent SQP method for inequality constrained optimization
• A globally and superlinearly convergent feasible SQP algorithm for degenerate constrained optimization
• A sequential quadratically constrained quadratic programming method of feasible directions
• A simple feasible SQP algorithm for inequality constrained optimization
• An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search. II. Inequality Constrained Problems—Feasible Iterates

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