ISSN:
1436-4646
Keywords:
Constrained optimization
;
exact penalty functions
;
global convergence
;
line search functions
;
recursive quadratic programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract In this paper, a recursive quadratic programming algorithm for solving equality constrained optimization problems is proposed and studied. The line search functions used are approximations to Fletcher's differentiable exact penalty function. Global convergence and local superlinear convergence results are proved, and some numerical results are given.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01580880
Permalink