A new norm-relaxed SQP algorithm with global convergence

DOI10.1016/J.AML.2010.02.005MaRDI QIDQ972949zbMATHOpenAlexFDO

Authors Haiyan Zheng, Jinbao Jian, Chun-Ming Tang, Ran Quan

Publication date 21 May 2010

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2010.02.005

zbMATH Keywords

global convergence\(l_\infty \) penalty functionnorm-relaxed SQP

Mathematics Subject Classification ID

Quadratic programming (90C20)

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Cites work

• scientific article; zbMATH DE number 3583207 (Why is no real title available?)
• A computationally efficient feasible sequential quadratic programming algorithm
• A generalization of the norm-relaxed method of feasible directions
• A new SQP method of feasible directions for nonlinear programming.
• A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• A variant of SQP method for inequality constrained optimization and its global convergence
• Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
• Norm-relaxed method of feasible directions for solving nonlinear programming problems

Cited in

(3)

• A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
• A norm-relaxed algorithm with an identification function for general constrained optimization
• Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems

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