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A second derivative SQP method: Local convergence
- Abstract:
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In NA 08/18, we gave global convergence results for a second-derivative SQP method for minimizing the exact l1-merit function for a fixed value of the penalty parameter. To establish this result, we used the properties of the so-called Cauchy step, which was itself computed from the so-called predictor step. In addition, we allowed for the computation of a variety of (optional) SQP steps that were intended to improve the efficiency of the algorithm. Although we established global convergence ...
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Bibliographic Details
- Publisher:
- Oxford University Computing Laboratory
- Publication date:
- 2008-12-01
- URN:
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uuid:23506bf0-b3ec-4548-86b4-f25fbeb5d3e7
- Local pid:
- cs:2858
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- Copyright date:
- 2008
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