A successive quadratic programming algorithm with global and superlinear convergence properties

  title={A successive quadratic programming algorithm with global and superlinear convergence properties},
  author={Masao Fukushima},
  journal={Math. Program.},
Successive quadratic programming is currently considered to be one of the most promising approaches for solving constrained nonlinear optimization problems [1, 9, 10, 12-14]. An attractive feature of the method is that it possesses a fast local convergence property, provided that the data of quadratic programming subproblems are suitably chosen. In order to obtain global convergence, the method is often designed by making use of an exact penalty function. It has been observed, however, that the… CONTINUE READING


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