Work

An implicit trust region algorithm for constrained optimization

Year: 1992

Type: article

Abstract: In this paper we study the convergence of sequential quadratic programming algorithms for the nonlinear programming problems. Assuming only that the direction is a stationary point of the current quadratic program we study the local convergence properties without strict complementarity. We obtain some global and superlinearly convergent algorithm. As a particular case we formulate an extension of Newton's method that is quadratically convergent to a point satisfying a strong sufficient second order condition.

Source: OpenGrey (Institut de l'Information Scientifique et Technique)

Authors: J. Frédéric Bonnans, Geneviève Launay

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1569053665

FWCI: 0.408

Cites:

Cited by: 3

Related to: 10