A second derivative sqp method: Global convergence

SIAM Journal on Optimization

Volumn 20, Issue 4, 2010, Pages 2023-2048

  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

EFFICIENT ALGORITHM; GLOBAL CONVERGENCE; GLOBAL SOLUTIONS; NONCONVEX; NONCONVEXITY; NONLINEAR INEQUALITY CONSTRAINTS; NONLINEARLY CONSTRAINED OPTIMIZATION; NONSMOOTH OPTIMIZATION; PENALTY FUNCTION; PRACTICAL THEORY; SECOND DERIVATIVES; SEQUENTIAL QUADRATIC PROGRAMMING; SEQUENTIAL QUADRATIC PROGRAMMING METHOD; SQP METHOD; SUB-PROBLEMS;

ALGORITHMS; CONSTRAINED OPTIMIZATION; CONVERGENCE OF NUMERICAL METHODS; DYNAMIC PROGRAMMING;

QUADRATIC PROGRAMMING;

EID: 77951283936     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/080744542     Document Type: Article

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