Search Results - convergence of a sequential quadratic programming algorithm

A Strategy for Global Convergence in a Sequential Quadratic Programming Algorithm

Authors: Boggs, Paul T. Tolle, Jon W.

Source: SIAM Journal on Numerical Analysis, 1989 Jun 01. 26(3), 600-623.

Access URL: https://www.jstor.org/stable/2157674

Sequential Quadratic Programming with Penalization of the Displacement: Sequential quadratic programming with penalization of the displacement

Authors: J. F. Bonnans G. Launay

Source: SIAM Journal on Optimization. 5:792-812

Subject Terms: Newton's method, Numerical methods based on nonlinear programming, Numerical mathematical programming methods, Nonlinear programming, convergence of a sequential quadratic programming algorithm, 0211 other engineering and technologies, quasi-Newton algorithms, trust region, 02 engineering and technology, exact penalization

File Description: application/xml

Access URL: https://zbmath.org/840242
https://doi.org/10.1137/0805038
https://dblp.uni-trier.de/db/journals/siamjo/siamjo5.html#BonnansL95
https://epubs.siam.org/doi/10.1137/0805038

On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy.

Source: Math. Program., Series A; 92; 2002

File Description: Medium: X; Size: 359-86

Access URL: http://www.osti.gov/scitech/biblio/942648

A sequential quadratic programming algorithm using an incomplete solution of the subproblem

Contributors: Prieto, F [Universidad `Carlos III` de Madrid (Spain). Dept. de Estadistica y Econometria]

Source: Other Information: PBD: May 1993

File Description: Medium: ED; Size: 54 p.

Access URL: http://www.osti.gov/scitech/servlets/purl/10166655

A Strategy for Global Convergence in a Sequential Quadratic Programming Algorithm

Authors: Jon W. Tolle Paul T. Boggs

Source: SIAM Journal on Numerical Analysis. 26:600-623

Subject Terms: 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences

Access URL: https://www.jstor.org/stable/2157674
https://epubs.siam.org/doi/10.1137/0726036
https://ui.adsabs.harvard.edu/abs/1989SJNA...26..600B/abstract
https://locus.siam.org/doi/abs/10.1137/0726036
https://ci.nii.ac.jp/naid/30006819482

Local convergence of a sequential quadratic programming method for a class of nonsmooth nonconvex objectives

Authors: Wang, Jingyi Petra, Cosmin G.

Subject Terms: Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

Access URL: http://arxiv.org/abs/2310.19286

Convergence of Successive Approximation Methods with Parameter Target Sets

Authors: Levy, Adam B.

Source: Mathematics of Operations Research, 2005 Aug 01. 30(3), 765-784.

Access URL: https://www.jstor.org/stable/25151682

A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm.

Authors: Garciés, Rodrigo Gómez, Walter Jarre, Florian

Source: Computational & Applied Mathematics; 2012, Vol. 31 Issue 1, p205-218, 14p

Subject Terms: SENSITIVITY theory (Mathematics), QUADRATIC programming, SEMIDEFINITE programming, SEQUENTIAL analysis, ALGORITHMS, STOCHASTIC convergence, NUMERICAL analysis

On the convergence of a new trust region algorithm

Authors: Ya-xiang Yuan

Source: Numerische Mathematik. 70:515-539

Subject Terms: global convergence, nonlinear constrained optimization problem, Numerical mathematical programming methods, Nonlinear programming, 0211 other engineering and technologies, trust region algorithm, penalty function, superlinear convergence, 02 engineering and technology, numerical results, sequential quadratic programming method

File Description: application/xml

Access URL: https://link.springer.com/article/10.1007/s002110050133
https://rd.springer.com/article/10.1007/s002110050133

A particle swarm optimization-based ensemble metaheuristic for long-term transmission network expansion planning.

Authors: Hong, Libin Wang, Guodong Bai, Ruibin

Source: Applied Soft Computing. Jul2025, Vol. 179, pN.PAG-N.PAG. 1p.

Subject Terms: Quadratic programming, Differential evolution, Metaheuristic algorithms, Covariance matrices, Algorithms, Particle swarm optimization, Evolutionary computation

On the Convergence of a Sequential Quadratic Programming Method with an Augmented Lagrangian Line Search Function: On the convergence of a sequential quadratic programming method with an augmented Lagrangian line search function

Authors: Klaus Schittkowski

Source: Mathematische Operationsforschung und Statistik. Series Optimization. 14:197-216

Subject Terms: Numerical methods based on nonlinear programming, Numerical mathematical programming methods, Nonlinear programming, convergence theory, active set strategy, 0211 other engineering and technologies, numerical test results, 02 engineering and technology, Quadratic programming, sequential quadratic programming

File Description: application/xml

Access URL: http://www.dynardo.de/fileadmin/Material_Dynardo/bibliothek/WOST_1.0/WOST_1_SequentialQuadraticProgrammingMethods_En.pdf
https://zbmath.org/3829643
https://doi.org/10.1080/02331938308842847
https://www.tandfonline.com/doi/abs/10.1080/02331938308842847
https://core.ac.uk/display/23827235

A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm

Authors: Garcés,Rodrigo Gómez,Walter Jarre,Florian

Source: Computational & Applied Mathematics v.31 n.1 2012

Subject Terms: semidefinite programming, second order sufficient condition, sequential quadratic programming, quadratic semidefinite programming, sensitivity, convergence

File Description: text/html

Availability: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000100011

On the Convergence of a Sequential Quadratic Programming Method with an Augmented Lagrangian Line Search Functions.

Authors: STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB Schittkowski,Klaus

Source: DTIC AND NTIS

Index Terms: Theoretical Mathematics, Quadratic programming, Convergence, Sequences(Mathematics), Lagrangian functions, Optimization, Searching, Nonlinear programming, Algorithms, One dimensional, Superlinear convergence, WUNR047143, Text

URL: https://apps.dtic.mil/docs/citations/ADA115667

Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences.

Authors: Solodov, Mikhail V.¹ solodov@impa.br

Source: Mathematical Programming. Apr2009, Vol. 118 Issue 1, p1-12. 12p.

Subject Terms: *STOCHASTIC convergence, *ALGORITHMS, *MATHEMATICS, *LOGIC, QUADRATIC programming, MATHEMATICAL sequences, A priori

On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy.

Authors: Anitescu, Mihai

Source: Mathematical Programming; 2002, Vol. 92 Issue 2, p359, 28p

Subject Terms: STOCHASTIC convergence, QUADRATIC programming, NONLINEAR programming, MATHEMATICAL programming

Avoiding the Maratos Effect by Means of a Nonmonotone Line Search II. Inequality Constrained Problems--Feasible Iterates

Authors: Bonnans, J. Frédéric Panier, Eliane R. Tits, André L. et al.

Source: SIAM Journal on Numerical Analysis, 1992 Aug 01. 29(4), 1187-1202.

Access URL: https://www.jstor.org/stable/2157999

On the Rate of Convergence of Sequential Quadratic Programming with Nondifferentiable Exact Penalty Function in the Presence of Constraint Degeneracy

Authors: Mihai Anitescu The Pennsylvania State University CiteSeerX Archives

Contributors: Mihai Anitescu The Pennsylvania State University CiteSeerX Archives

Source: ftp://info.mcs.anl.gov/pub/tech_reports/reports/P760.ps.Z

Subject Terms: Linear Convergence, Nondifferentiable Exact Penalty, Degenerate Nonlinear Program

File Description: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.45.8885

Availability: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.45.8885

On the Rate of Convergence of Sequential Quadratic Programming with Nondifferentiable Exact Penalty Function in the Presence of Constraint Degeneracy

Authors: Mihai Anitescu Mathematics Mihai Anitescu The Pennsylvania State University CiteSeerX Archives

Contributors: Mihai Anitescu Mathematics Mihai Anitescu The Pennsylvania State University CiteSeerX Archives

Source: http://www.math.pitt.edu/~anitescu/PUBLICATIONS/linconv8.ps.

Subject Terms: Linear Convergence, Nondifferentiable Exact Penalty, Degenerate Nonlinear Program

File Description: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.35.3977; http://www.math.pitt.edu/~anitescu/PUBLICATIONS/linconv8.ps

Availability: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.35.3977
http://www.math.pitt.edu/~anitescu/PUBLICATIONS/linconv8.ps

Global Convergence of SMO Algorithm for Support Vector Regression.

Authors: Takahashi, Norikazu Jun Guo Tetsuo Nishi

Source: IEEE Transactions on Neural Networks. Jun2008, Vol. 19 Issue 6, p971-982. 12p.

Subject Terms: *REGRESSION analysis, *STOCHASTIC convergence, *MULTIVARIATE analysis, *STRUCTURAL equation modeling, *ANALYSIS of variance, *ALGORITHMS, *VECTOR analysis, *LINEAR programming

A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization.

Authors: Jian, Jinbao Tang, Chunming Hu, Qingjie et al.

Source: Optimization. Jun2022, Vol. 71 Issue 6, p1603-1635. 33p.

Subject Terms: *QUADRATIC programming, *CONSTRAINT programming, *ALGORITHMS, *RELAXATION techniques, *NONLINEAR programming