On the Sequential Quadratically Constrained Quadratic Programming Methods

An iteration of the sequential quadratically constrained quadratic programming method (SQCQP) consists of minimizing a quadratic approximation of the objective function subject to quadratic approximation of the constraints, followed by a line search in the obtained direction. Methods of this class a...

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Bibliographic Details
Published in:	Mathematics of operations research Vol. 29; no. 1; pp. 64 - 79
Main Author:	Solodov, M. V
Format:	Journal Article
Language:	English
Published:	Linthicum INFORMS 01.02.2004 Institute for Operations Research and the Management Sciences
Subjects:	Algorithms Analysis Approximation Convexity Integers Management science Maratos effect Mathematical models Mathematical programming Mathematical theorems Nonlinear programming nonsmooth penalty function Operations research Penalty function Perceptron convergence procedure Quadratic programming quadratically constrained quadratic programming United States
ISSN:	0364-765X, 1526-5471
Online Access:	Get full text
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