A sequential quadratic programming algorithm for nonconvex, nonsmooth constrained optimization

SIAM Journal on Optimization

Volumn 22, Issue 2, 2012, Pages 474-500

  Curtis, Frank E ^a   Overton, Michael L ^b  

^a Lehigh University   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Constrained optimization; Exact penalization; Gradient sampling; Nonconvex optimization; Nonsmooth optimization; Sequential quadratic programming

Indexed keywords

EXACT PENALIZATION; GRADIENT SAMPLING; NONCONVEX OPTIMIZATION; NONSMOOTH OPTIMIZATION; SEQUENTIAL QUADRATIC PROGRAMMING;

ALGORITHMS;

CONSTRAINED OPTIMIZATION;

EID: 84865690526     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/090780201     Document Type: Article

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