A Sequential Method for Mathematical Programming

Abstract

A sequential programming method for constrained optimization, which is referred to as SP method, is presented. It is based on a sequence of linearized constrained problems. Convergence and convergence rate of the method are analyzed based on solutions of the first order optimality conditions and on Lagrange multiplier theory. Unlike the SQP method, the SP… (More)

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Cite this paper

@inproceedings{Ito2014ASM, title={A Sequential Method for Mathematical Programming}, author={Kazufumi Ito and Karl Kunisch}, year={2014} }