A new technique for inconsistent QP problems in the SQP method

P. Spellucci ()

Mathematical Methods of Operations Research, 1998, vol. 47, issue 3, 355-400

Abstract: Successful treatment of inconsistent QP problems is of major importance in the SQP method, since such occur quite often even for well behaved nonlinear programming problems. This paper presents a new technique for regularizing inconsistent QP problems, which compromises in its properties between the simple technique of Pantoja and Mayne [36] and the highly successful, but expensive one of Tone [47]. Global convergence of a corresponding algorithm is shown under reasonable weak conditions. Numerical results are reported which show that this technique, combined with a special method for the case of regular subproblems, is quite competitive to highly appreciated established ones. Copyright Physica-Verlag 1998

Keywords: sequential quadratic programming; SQP method; nonlinear programming (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/BF01198402

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