Loss of superlinear convergence for an SQP-type method with conic constraints

SIAM Journal on Optimization

Volumn 16, Issue 4, 2006, Pages 1201-1210

  Diehl, Moritz ^a   Jarre, Florian ^b   Vogelbusch, Christoph H ^b  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b HEINRICH HEINE UNIVERSITY   (Germany)

Author keywords

Nonlinear programming; Second order cone; Semidefinite programming; Sequential quadratic programming

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONSTRAINT THEORY; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

CONIC SUBPROBLEMS; SECOND ORDER CONE; SEMIDEFINITE PROGRAMMING; SEQUENTIAL QUADRATIC PROGRAMMING (SQP);

CONVERGENCE OF NUMERICAL METHODS;

EID: 33750928198     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/050625977     Document Type: Article

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