A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization

We consider optimization problems with objective and constraint functions that may be nonconvex and nonsmooth. Problems of this type arise in important applications, many having solutions at points of nondifferentiability of the problem functions. We present a line search algorithm for situations wh...

Full description

Saved in:

Bibliographic Details
Published in:	SIAM journal on optimization Vol. 22; no. 2; pp. 474 - 500
Main Authors:	Curtis, Frank E., Overton, Michael L.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2012
Subjects:	Algorithms Methods Optimization Quadratic programming
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!