A Strategy for Global Convergence in a Sequential Quadratic Programming Algorithm

In a previous work [P. Boggs and J. Tolle, SIAM J. Numer. Anal., 21 (1984), pp. 1146-1161], the authors introduced a merit function for use with the sequential quadratic programming (SQP) algorithm for solving nonlinear programming problems. Here, further theoretical justification, including a globa...

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Vydáno v:	SIAM journal on numerical analysis Ročník 26; číslo 3; s. 600 - 623
Hlavní autoři:	Boggs, Paul T., Tolle, Jon W.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.06.1989
Témata:	Algorithms Applied mathematics Applied sciences Approximation Constrained optimization Exact sciences and technology Lagrange multiplier Lagrangian function Mathematical functions Mathematical programming Nonlinear programming Operational research and scientific management Operational research. Management science Perceptron convergence procedure Quadratic programming Scalars Quadratic programming Algorithm Convergence Mathematical programming
ISSN:	0036-1429, 1095-7170
On-line přístup:	Získat plný text
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