Globalizing Stabilized Sequential Quadratic Programming Method by Smooth Primal-Dual Exact Penalty Function
Copyright policy )Globalizing Stabilized Sequential Quadratic Programming Method by Smooth Primal-Dual Exact Penalty Function
The authors propose a globalization approach to the stabilized sequential quadratic programming method (sSQP), by using line search in sSQP directions for minimizing the two-parameter primal-dual merit function of \textit{G. Di Pillo} and \textit{L. Grippo} [SIAM J. Control Optim. 17, 618--628 (1979; Zbl 0418.90077)]. Global convergence properties and the rate of convergence of the proposed algorithm are established. Computational experiments are also provided.
- Lomonosov Moscow State University Russian Federation
- Instituto Nacional de Matemática Pura e Aplicada Brazil
- Peoples' Friendship University of Russia Russian Federation
- Tambov State University Russian Federation
numerical examples, Exact penalty function, algorithm, 330, stabilized sequential quadratic programming, second-order sufficiency, Quadratic programming, exact penalty function, Global convergence, 510, Methods of successive quadratic programming type, global convergence, Second-order sufficiency, Noncritical Lagrange multiplier, Numerical mathematical programming methods, Stabilized sequential quadratic programming, Superlinear convergence, superlinear convergence, noncritical Lagrange multiplier, primal-dual merit function
numerical examples, Exact penalty function, algorithm, 330, stabilized sequential quadratic programming, second-order sufficiency, Quadratic programming, exact penalty function, Global convergence, 510, Methods of successive quadratic programming type, global convergence, Second-order sufficiency, Noncritical Lagrange multiplier, Numerical mathematical programming methods, Stabilized sequential quadratic programming, Superlinear convergence, superlinear convergence, noncritical Lagrange multiplier, primal-dual merit function
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).18 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!