Abstract
This paper presents a successive quadratic programming algorithm for solving general nonlinear programming problems. In order to avoid the Maratos effect, direction-finding subproblems are derived by modifying the second-order approximations to both objective and constraint functions of the problem. We prove that the algorithm possesses global and superlinear convergence properties.
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This work was supported in part by a Scientific Research Grant-in-Aid from the Ministry of Education, Science and Culture, Japan.
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Fukushima, M. A successive quadratic programming algorithm with global and superlinear convergence properties. Mathematical Programming 35, 253–264 (1986). https://doi.org/10.1007/BF01580879
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DOI: https://doi.org/10.1007/BF01580879