Sequential penalty algorithm for nonlinear constrained optimization

DOI10.1023/B:JOTA.0000004875.49572.10MaRDI QIDQ597213zbMATH OpenOpenAlexFDO

Authors Sumit K. Garg

Publication date 6 August 2004

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:jota.0000004875.49572.10

zbMATH Keywords

global convergenceNonlinear optimizationsequential penalty algorithmSQP methodsuperlinear convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• A Global Convergence Analysis of an Algorithm for Large-Scale Nonlinear Optimization Problems
• A globally and superlinearly convergent SQP algorithm for nonlinear constrained optimization.
• A globally convergent algorithm for nonlinearly constrained optimization problems
• A globally convergent method for nonlinear programming
• A modified SQP method and its global convergence
• A Robust Algorithm for Optimization with General Equality and Inequality Constraints
• A robust sequential quadratic programming method
• A sequential quadratic programming method for potentially infeasible mathematical programs
• A SQP method for inequality constrained optimization.
• An algorithm for solving linearly constrained minimax problems
• scientific article; zbMATH DE number 884984 (Why is no real title available?)
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Test examples for nonlinear programming codes

Cited in

(8)

• A two-parameter exact penalty function for nonlinear programming
• Parameter optimization using the L_ exact penalty function and strictly convex quadratic programming problems
• scientific article; zbMATH DE number 4152163 (Why is no real title available?)
• Steering exact penalty methods for nonlinear programming
• Flexible penalty functions for nonlinear constrained optimization
• On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
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