On the convergence of successive linear-quadratic programming algorithms

SIAM Journal on Optimization

Volumn 16, Issue 2, 2006, Pages 471-489

  Byrd, Richard H ^a   Gould, Nicholas I M ^b   Nocedal, Jorge ^c   Waltz, Richard A ^c  

^a UCB 450   (United States)

^b RUTHERFORD APPLETON LABORATORY   (United Kingdom)

^c Northwestern University   (United States)

Author keywords

Global convergence theory; Nonlinear optimization; Penalty parameter updates; Sequential linear programming

Indexed keywords

GLOBAL CONVERGENCE THEORY; NONLINEAR OPTIMIZATION; PENALTY PARAMETER UPDATES; SEQUENTIAL LINEAR PROGRAMMING;

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; MATHEMATICAL MODELS; NONLINEAR PROGRAMMING; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

LINEAR PROGRAMMING;

EID: 33646718636     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623403426532     Document Type: Article

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