An RQP algorithm using a differentiable exact penalty function for inequality constrained problems

Author:

Di Pillo Gianni,Facchinei Francisco,Grippo Luigi

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference34 articles.

1. B. Bank, J. Guddatt, D. Klatte, B. Kummer and K. Tammer,Non-linear Parametric Optimization (Birkhäuser, Basel, 1983).

2. M.C. Bartholomew-Biggs, “ALRQP for inequality constraints,” Technical Report No. 150, Numerical Optimisation Centre, Hatfield Polytechnic (Hatfield, 1984).

3. M.C. Biggs, “On the convergence of some constrained minimization algorithms based on recursive quadratic programming,”Journal Institute of Mathematics and its Applications 21 (1978) 67–82.

4. D.P. Bertsekas,Constrained Optimization and Lagrange Multiplier Methods (Academic Press, New York, 1982).

5. P.T. Boggs, J.W. Tolle and P. Wang, “On the local convergence of quasi-Newton methods for constrained optimization,”SIAM Journal on Control and Optimization 20 (1982) 161–171.

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