A second derivative SQP method: Local convergence and practical issues

SIAM Journal on Optimization

Volumn 20, Issue 4, 2010, Pages 2049-2079

  Gould, Nicholas I M ^a   Robinson, Daniel P ^b  

^a RUTHERFORD APPLETON LABORATORY   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

1 penalty function; Nonlinear inequality constraints; Nonlinear programming; Nonsmooth optimization; Sequential quadratic programming

Indexed keywords

BFGS UPDATE; EFFICIENT IMPLEMENTATION; GLOBAL CONVERGENCE; LOCAL CONVERGENCE; MERIT FUNCTION; NONLINEAR INEQUALITY CONSTRAINTS; NONMONOTONE; NONSMOOTH OPTIMIZATION; NUMERICAL RESULTS; PENALTY FUNCTION; PENALTY PARAMETERS; POSITIVE-DEFINITE MATRICES; PRACTICAL ISSUES; ROBINSON; SECOND DERIVATIVES; SEQUENTIAL QUADRATIC PROGRAMMING; SQP METHOD; TEST SETS;

COMPUTATIONAL EFFICIENCY; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; DYNAMIC PROGRAMMING; NUMERICAL ANALYSIS; PUMPS; QUADRATIC PROGRAMMING;

OPTIMIZATION;

EID: 77951261708     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/080744554     Document Type: Article

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