A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
نویسندگان
چکیده
منابع مشابه
A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
We consider optimization problems with objective and constraint functions that may be nonconvex and nonsmooth. Problems of this type arise in important applications, many having solutions at points of nondifferentiability of the problem functions. We present a line search algorithm for situations when the objective and constraint functions are locally Lipschitz and continuously differentiable o...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/090780201