On the Convergence of Successive Linear-Quadratic Programming Algorithms

On the Convergence of Successive Linear-Quadratic Programming Algorithms

The global convergence properties of a class of penalty methods for nonlinear programming are analyzed. These methods include successive linear programming approaches, and more specifically, the successive linear-quadratic programming approach presented by Byrd, Gould, Nocedal and Waltz (Math. Programming 100(1):27–48, 2004). Every iteration requires the solution of two trust-region subproblems...

On the Convergence of Successive Linear Programming Algorithms

We analyze the global convergence properties of a class of penalty methods for nonlinear programming. These methods include successive linear programming approaches, and more specifically the SLP-EQP approach presented in [1]. Every iteration requires the solution of two trust region subproblems involving linear and quadratic models, respectively. The interaction between the trust regions of th...

on the effect of linear & non-linear texts on students comprehension and recalling

چکیده ندارد.

Large-scale decomposition for successive quadratic programming

On the Quadratic Convergence of the Simplified Mizuno-Todd-Ye Algorithm for Linear Programming