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An SQP feasible method for nonlinear programming. (Chinese. English summary) Zbl 0858.90118

The goal of this paper is to discuss the following nonlinear programming problem (P): \(\min f(x)\) subject to \(g_j(x)\leq0\), \(j=1,2,\dots,m\). The authors present a one-step feasible algorithm for the unconstrained and constrained case and prove global convergence and local superlinear convergence under some mild conditions.

MSC:

90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming