Superlinear Convergence of a Stabilized SQP Method to a Degenerate Solution
نویسنده
چکیده
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 introduced when the algorithm is implemented in oating-point arithmetic. AMS(MOS) subject classi cations. 90C33, 90C30, 49M45
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عنوان ژورنال:
- Comp. Opt. and Appl.
دوره 11 شماره
صفحات -
تاریخ انتشار 1998