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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao https://doi.org/10.1...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
https://doi.org/10.1007/978-3-...
Part of book or chapter of book . 2013 . Peer-reviewed
License: Springer Nature TDM
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Inexact Sequential Quadratic Programming

Authors: Andreas Potschka;

Inexact Sequential Quadratic Programming

Abstract

In this chapter we develop a novel approach for the solution of inequality constrained optimization problems. We first describe inexact Newton methods in Section 5.1 and investigate their local convergence in Section 5.2. In Section 5.3 we review strategies for the globalization of convergence and explain a different approach based on generalized level functions and monotonicity tests. An example in Section 5.4 illustrates the shortcomings of globalization strategies which are not based on the so called natural level function. We review the Restrictive Monotonicity Test (RMT) in Section 5.5 and propose a Natural Monotonicity Test (NMT) for Newton-type methods based on a Linear Iterative Splitting Approach (LISA). This combined approach allows for estimation of the critical constants which characterize convergence. We finally present how these results can be extended to global inexact SQP methods. We present efficient numerical solution techniques of the resulting sequence of Quadratic Programming Problems (QPs) in Chapters 8 and 9.

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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).
BIP!Citations provided by BIP!
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.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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