Sequential Quadratic Programming with Penalization of the Displacement

In this paper we study the convergence of a sequential quadratic programming algorithm for, the nonlinear programming problem. The Hessian of the quadratic program is the sum of an approximation of the Lagrangian and of a multiple of the identity that allows us to penalize the displacement. Assuming...

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Bibliographic Details
Published in:	SIAM journal on optimization Vol. 5; no. 4; pp. 792 - 812
Main Authors:	Bonnans, J. F., Launay, G.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.11.1995
Subjects:	Algorithms Approximation Hypotheses Lagrange multiplier Quadratic programming
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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