STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
AUTOR(ES)
Fernández, Damián, Solodov, Mikhail
FONTE
Pesqui. Oper.
DATA DE PUBLICAÇÃO
2014-12
RESUMO
We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.
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