Electronic Resource
Springer
Computational optimization and applications
11 (1998), S. 253-275
ISSN:
1573-2894
Keywords:
nonlinear programming
;
sequential quadratic programming
;
degenerate solutions
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract We describe a slight modification of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when the Jacobian of the active constraints is rank deficient at the solution. We show that rapid convergence occurs even in the presence of the roundoff errors that are introduced when the algorithm is implemented in floating-point arithmetic.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1018665102534
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