
Summary: We present an algorithm that achieves superlinear convergence for nonlinear programs satisfying the Mangasarian--Fromovitz constraint qualification and the quadratic growth condition. This convergence result is obtained despite the potential lack of a locally convex augmented Lagrangian. The algorithm solves a succession of subproblems that have quadratic objectives and quadratic constraints, both possibly nonconvex. By the use of a trust-region constraint we guarantee that any stationary point of the subproblem induces superlinear convergence, which avoids the problem of computing a global minimum. We compare this algorithm with sequential quadratic programming algorithms on several degenerate nonlinear programs.
Methods of successive quadratic programming type, Numerical mathematical programming methods, quadratic constraints, Nonlinear programming, superlinear convergence, degenerate constraints, sequential quadratic programming
Methods of successive quadratic programming type, Numerical mathematical programming methods, quadratic constraints, Nonlinear programming, superlinear convergence, degenerate constraints, sequential quadratic programming
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