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Practical Update Criteria For Reduced Hessian Sqp: Global Analysis

Abstract

In this paper, a new update criterion is proposed to improve the Nocedal-Overton update criterion for reduced Hessian successive quadratic programming (SQP). Global and R-linear convergence is proved for the new criterion and the Nocedal-Overton criterion using nonorthogonal basis matrices, which allow efficient implementations of the reduced Hessian SQP for solving large-scale equality constrained problems.

Article / Publication Data
Active/Online
YES
ISSN
1052-6234
Volume
9
Available Metadata
Fiscal Year
Publication Name
Siam Journal On Optimization
Published On
January 01, 2000
Publisher Name
Siam Publications
Print Volume
9
Print Number
3

Institutions

Not available

Author

Authors who have authored or contributed to this publication.