A successive quadratic programming algorithm with global and superlinear convergence properties
Mathematical Programming: Series A and B
More test examples for nonlinear programming codes
More test examples for nonlinear programming codes
SIAM Journal on Control and Optimization
Avoiding the Maratos effect by means of a nonmonotone line search I. general constrained problems
SIAM Journal on Numerical Analysis
On combining feasibility, descent and superlinear convergence in inequality constrained optimization
Mathematical Programming: Series A and B
Norm-relaxed method of feasible directions for solving nonlinear programming problems
Journal of Optimization Theory and Applications
CUTE: constrained and unconstrained testing environment
ACM Transactions on Mathematical Software (TOMS)
A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
SIAM Journal on Optimization
SIAM Journal on Optimization
A practical update criterion for SQP method
Optimization Methods & Software
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Mathematical Programming: Series A and B
An efficient sequential quadratic programming algorithm for nonlinear programming
Journal of Computational and Applied Mathematics
A feasible descent SQP algorithm for general constrained optimization without strict complementarity
Journal of Computational and Applied Mathematics
Mathematical Programming: Series A and B
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This paper is aimed to present a new sequential quadratic programming (SQP) algorithm for finding a solution to nonlinear constrained programming problems with weak conditions, where the improved direction can be yielded by solving one quadratic programming (QP), and the correction direction can be obtained by solving another QP. The main characters of the proposed algorithm are as follows. First, by limiting infeasibility of SQP iterates, the boundedness of the iteration sequence can be obtained in the case of the feasible set being nonempty and bounded as well as the constraint functions being convex. Second, global convergence can be proved under Slater constraint qualification (CQ). Furthermore, superlinear convergence can be ensured under suitable conditions. Third, the proposed algorithm is further improved with a bidirectional line search technique. Finally, some numerical experiments are operated to test the proposed algorithms, and the results demonstrate that they are promising.