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Mathematical Programming
Article . 1989 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
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
zbMATH Open
Article . 1989
Data sources: zbMATH Open
DBLP
Article
Data sources: DBLP
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A robust sequential quadratic programming method

Authors: James V. Burke; Shih-Ping Han;

A robust sequential quadratic programming method

Abstract

The authors propose a modification of the SQP-approach for solving nonlinear programming problems. It is well-known that in the classical approach developed by Wilson, Han and Powell the quadratic subproblems can be infeasible. To overcome this drawback such QP-subproblems are defined, in which the right-hand vector of the constraints ensures feasibility and furthermore, the search direction obtained from this subproblem is a descent direction for a distance function to measure the nonfeasibility of the actual iteration point. After the discussion of the modified quadratic subproblem special attention is given to the update of the penalty parameter in the merit function which is used in the line search phase for the determination of the step length. Under suitable assumptions it is proved that an SQP-method based on these subproblems will be global convergent to a stationary point, i.e. a point which is either a Kuhn-Tucker point, a Fritz-John point of the nonlinear problem, or a stationary point of the above remarked distance function. At the end of the paper the authors give some useful hints for implementation and two illustrative examples.

Keywords

Numerical mathematical programming methods, Nonlinear programming, convergence proof, Other numerical methods in calculus of variations, feasibility ensuring method, infeasible, Quadratic programming, sequential quadratic programming, modified quadratic subproblem

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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!
101
Top 10%
Top 1%
Top 10%
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