97 search results - page 1 / 20 » A Second Derivative SQP Method: Global Convergence |
87
Voted
SIAMJO
2010
14 years 7 months ago
2010
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
89
Voted
SIAMJO
2000
14 years 9 months ago
2000
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
90
Voted
SIAMJO
2008
14 years 9 months ago
2008
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
SIAMJO
2010
14 years 7 months ago
2010
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...
SIAMJO
2008
14 years 9 months ago
2008
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...