A Truncated SQP Algorithm for Large Scale Nonlinear Programming Problems-Reference-Cited by-同舟云学术

A Truncated SQP Algorithm for Large Scale Nonlinear Programming Problems

Published:1994 Issue: Volume: Page:69-77
ISSN:
Container-title:Advances in Optimization and Numerical Analysis
language:
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Author:

Boggs Paul T.,Tolle Jon W.,Kearsley Anthony J.

Publisher

Springer Netherlands

Link

http://link.springer.com/content/pdf/10.1007/978-94-015-8330-5_5

Reference13 articles.

1. Boggs, P. T., Domich, P. D., Rogers, J. E., Witzgall, C., (1991) “An interior point method for linear and quadratic programming problems.” Mathematical Programming Society COAL Newsletter, 19: 32–40.

2. Boggs, P. T., Tolle, J. W., (1984) “A family of descent functions for constrained optimization” SIAM J. Num. Anal, 26: 1146–1161.

3. Boggs, P. T., Tolle, J. W., (1989) “A strategy for global convergence in a sequential quadratic programming algorithm.” SIAM Journal of Numer. Anal, 21: 600–623.

4. Boggs, P. T., Tolle, J. W., Kearsley, A. J., (1991) “A merit function for inequality constrained nonlinear programming problems.”, Technical Report 4702, NIST, Gaithersburg, MD, 4702.

5. Coleman, T. F., (1992) “Large Scale Numerical Optimization: Introduction and overview.” In Encyclopedia of Computer Science and Technology Marcel Dekker, Inc., New York (to appear).

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