Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization

2020 ◽  
Vol 186 (3) ◽  
pp. 731-758
Author(s):  
Ashkan Mohammadi ◽  
Boris S. Mordukhovich ◽  
M. Ebrahim Sarabi
Keyword(s):  
Constrained Optimization ◽  
Superlinear Convergence

scholarly journals A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Wei Wang ◽  
Shaoli Hua ◽  
Junjie Tang
Keyword(s):  
Global Convergence ◽  
Constrained Optimization ◽  
Penalty Function ◽  
Superlinear Convergence ◽  
Gradient Projection ◽  
Generalized Gradient ◽  
Inequality Constrained Optimization ◽  
Mild Conditions ◽  
The Third ◽  
Constrained Programming

A generalized gradient projection filter algorithm for inequality constrained optimization is presented. It has three merits. The first is that the amount of computation is lower, since the gradient matrix only needs to be computed one time at each iterate. The second is that the paper uses the filter technique instead of any penalty function for constrained programming. The third is that the algorithm is of global convergence and locally superlinear convergence under some mild conditions.

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