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...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	SIAM journal on numerical analysis Jg. 26; H. 3; S. 600 - 623
Hauptverfasser:	Boggs, Paul T., Tolle, Jon W.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.06.1989
Schlagworte:	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-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!