A successive quadratic programming algorithm with global and superlinear convergence properties
Mathematical Programming: Series A and B
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
A strategy for global convergence in a sequential quadratic programming algorithm
SIAM Journal on Numerical Analysis
SIAM Journal on Numerical Analysis
On combining feasibility, descent and superlinear convergence in inequality constrained optimization
Mathematical Programming: Series A and B
Journal of Optimization Theory and Applications
Journal of Optimization Theory and Applications
An SQP method for general nonlinear programs using only equality constrained subproblems
Mathematical Programming: Series A and B
A superlinearly convergent method of feasible directions
Applied Mathematics and Computation
Test Examples for Nonlinear Programming Codes
Test Examples for Nonlinear Programming Codes
A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
SIAM Journal on Optimization
Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
Journal of Optimization Theory and Applications
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Hi-index | 7.29 |
In this paper, the feasible type SQP method is improved. A new SQP algorithm is presented to solve the nonlinear inequality constrained optimization. As compared with the existing SQP methods, per single iteration, in order to obtain the search direction, it is only necessary to solve equality constrained quadratic programming subproblems and systems of linear equations. Under some suitable conditions, the global and superlinear convergence can be induced.