A robust algorithm for optimization with general equality and inequality constraints

SIAM Journal on Scientific Computing

Volumn 22, Issue 2, 2001, Pages 517-534

  Liu, X W ^a   Yuan, Y X ^a  

^a INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Constrained optimization; Convergence; SQP algorithm

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; OPTIMIZATION; PIECEWISE LINEAR TECHNIQUES; QUADRATIC PROGRAMMING;

CONSTRAINED OPTIMIZATION; GENERAL EQUALITY; INEQUALITY CONSTRAINTS; OBJECTIVE FUNCTION; UNCONSTRAINED PIECEWISE QUADRATIC SUBPROBLEM;

ALGORITHMS;

EID: 0035074966     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827598334861     Document Type: Article

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