A Modified SQP Method and Its Global Convergence

Journal of Global Optimization

Volumn 11, Issue 2, 1997, Pages 193-205

  Zhou, Guanglu ^a  

^a QUFU NORMAL UNIVERSITY   (China)

Author keywords

Nonlinear programming; Pseudo directional derivatives; SQP method

Indexed keywords

EID: 0346774638     PISSN: 09255001     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008255227457     Document Type: Article

References (10)

1. Burke, J.V and Han, S.P. (1989), A Robust SQP Method, Mathematical Programming 43, 277-303.
2. Han, S.P. (1977), A Globally Convergent Method for Nonlinear Programming, Journal of Optimization Theory and Applications 22(3), 297-309.
3. Mayne, D.Q. and Sahba, M. (1985), An Efficient Algorithm for Solving Inequalities, Journal of Optimization Theory and Applications 45(3), 407-424.
4. Bazaraa, M.S. and Goode, J.J. (1982), An Algorithm for Solving Linearly Constraint Minimax Problems, European Journal of Operational Research 11, 158-166.
5. Rockafeller, R.T. (1970), Convex analysis, Princeton University Press, Princeton, NJ.
6. Xue Guoliang (1991), Algorithm and Their Convergent Properties for Solving a Class of Linearly Constraint Minimax Problems, Comn. on Appl. Math. and comput. 5(2), 11-18.
7. Han, S.P. (1976), Superlinearly Convergent Variable Metric Algorithms for General Nonlinear Programming Problems, Mathematical Programming 11, 263-282.
8. Yamashita, H. (1982), A Globally Convergent Constrained Quasi-Newton Method with an Lagrangian Type Penalty Function, Mathematical Programming 23, 75-86.
9. Powell, M.J.D. (1978), A Fast Algorithm for Nonlinearly constrained optimization calculations, in G.A. Watson, (ed.), Numerical Analysis; Springer-Verlag, Berlin, 144-157.
10. Martin, D.H. (1985), The Essence of Invexity, Journal of Optimization Theory and Applications 47(1), 65-76.