On the Convergence of a Trust Region SQP Algorithm for Nonlinearly Constrained Optimization Problems
نویسندگان
چکیده
In (Boggs, Tolle and Kearsley 1994b) the authors introduced an eeective algorithm for general large scale nonlinear programming problems. In this paper we describe the theoretical foundation for this method. The algorithm is based on a trust region, sequential quadratic programming (SQP) technique and uses a special auxiliary function, called a merit function or line-search function, for assessing the steps that are generated. A global convergence theorem for a basic version of the algorithm is stated and its proof is outlined.
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تاریخ انتشار 1995