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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Bibliographic Details
Published in:	SIAM journal on numerical analysis Vol. 26; no. 3; pp. 600 - 623
Main Authors:	Boggs, Paul T., Tolle, Jon W.
Format:	Journal Article
Language:	English
Published:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.06.1989
Subjects:	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
Online Access:	Get full text
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