A Robust Algorithm for Optimization with General Equality and Inequality Constraints

@article{Liu2000ARA,
  title={A Robust Algorithm for Optimization with General Equality and Inequality Constraints},
  author={Xinwei Liu and Ya-Xiang Yuan},
  journal={SIAM J. Scientific Computing},
  year={2000},
  volume={22},
  pages={517-534}
}
An algorithm for general nonlinearly constrained optimization is presented, which solves an unconstrained piecewise quadratic subprob-lem and a quadratic programming subproblem at each iterate. The algorithm is robust since it can circumvent the diiculties associated with the possible inconsistency of QP subproblem of the original SQP method. Moreover, the algorithm can converge to a point which satis-es a certain rst-order necessary optimality condition even when the original problem is itself… CONTINUE READING
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