A Feasible Trust-Region Sequential Quadratic Programming Algorithm

An algorithm for smooth nonlinear constrained optimization problems is described, in which a sequence of feasible iterates is generated by solving a trust-region sequential quadratic programming (SQP) subproblem at each iteration and by perturbing the resulting step to retain feasibility of each ite...

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Bibliographic Details
Published in:	SIAM journal on optimization Vol. 14; no. 4; pp. 1074 - 1105
Main Authors:	Wright, Stephen J., Tenny, Matthew J.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2004
Subjects:	Algorithms Feasibility Lagrange multiplier Optimization Quadratic programming
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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