A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function

Journal of Computational and Applied Mathematics

Volumn 220, Issue 1-2, 2008, Pages 525-547

  Tang, Chun Ming ^a,b   Jian, Jin Bao ^b  

^a SHANGHAI UNIVERSITY   (China)

^b GUANGXI UNIVERSITY   (China)

Author keywords

Augmented Lagrangian line search function; Convergence; Nonlinear programming; Quadratically constrained quadratic programming; SQCQP

Indexed keywords

ARSENIC COMPOUNDS; CONSTRAINED OPTIMIZATION; CONSTRAINT THEORY; CURVE FITTING; LAGRANGE MULTIPLIERS; MATHEMATICAL PROGRAMMING; NONLINEAR PROGRAMMING;

ACTIVE SET (AS); AUGMENTED LAGRANGIAN; CONSTRAINED QUADRATIC PROGRAMMING; EQUALITY CONSTRAINTS; HESSIAN MATRICES; LINE SEARCHES; NONLINEARLY CONSTRAINED OPTIMIZATION; NONMONOTONE LINE SEARCH; SEARCH DIRECTION; SEQUENTIAL QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING (SQCQP);

QUADRATIC PROGRAMMING;

EID: 47849086090     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2007.09.024     Document Type: Article

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