Sequential Penalty Algorithm for Nonlinear Constrained Optimization
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DOI: 10.1023/B:JOTA.0000004875.49572.10
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References listed on IDEAS
- F. Facchinei, 1997. "Robust Recursive Quadratic Programming Algorithm Model with Global and Superlinear Convergence Properties," Journal of Optimization Theory and Applications, Springer, vol. 92(3), pages 543-579, March.
- Bazaraa, Mokhtar S. & Goode, Jamie J., 1982. "An algorithm for solving linearly constrained minimax problems," European Journal of Operational Research, Elsevier, vol. 11(2), pages 158-166, October.
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Keywords
Nonlinear optimization; SQP method; sequential penalty algorithm; global convergence; superlinear convergence;All these keywords.
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