Superlinear Convergence of a Stabilized SQP Method to a Degenerate Solution

We describe a slight modi cation of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when the Jacobian of the active constraints is rank de cient at the solution. We show that rapid convergence occurs even in the presence of the roundo errors that are… CONTINUE READING