A sequential quadratically constrained quadratic programming method for differentiable convex minimization

SIAM Journal on Optimization

Volumn 13, Issue 4, 2003, Pages 1098-1119

  Fukushima, Masao ^a   Luo, Zhi Quan ^b   Tseng, Paul ^c  

^a KYOTO UNIVERSITY   (Japan)

^b MCMASTER UNIVERSITY   (Canada)

^c UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Convex programming; Global convergence; Maratos effect; Quadratic convergence; Quadratically constrained quadratic programming

Indexed keywords

EID: 0242595924     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623401398120     Document Type: Article

References (27)

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