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- Publisher
- Springer Journals
- Copyright
- Copyright © 1992 by Science Press
- Subject
- Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
- ISSN
- 0168-9673
- eISSN
- 1618-3932
- DOI
- 10.1007/BF02014586
- Publisher site
- See Article on Publisher Site
Abstract
The main difficulties encountered in the successive quadratic programming methods are the choice of penalty parameter, the choice of steplenth, and the Maratos effect. An algorithm without penalty parameters is presented in this paper. The choice of steplength parameters is based on the method of trust region. Global convergence and local superlinear convergence are proved under suitable assumption.
Journal
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Jul 15, 2005