A perturbed successive quadratic programming algorithm and its convergence. (Chinese. English summary) Zbl 0705.90085
Summary: A successive quadratic programming algorithm for solving a nonlinear program is introduced. Its speciality is that in each iteration of the algorithm the constraints of the quadratic program are not only the linear approximations of the original constraints, but have a perturbation vector also. Under certain conditions its locally R-linear rate of convergence is proved. In the final part of the paper conditions for superlinear convergence is discussed.
MSC:
90C30 | Nonlinear programming |
90-08 | Computational methods for problems pertaining to operations research and mathematical programming |
65K05 | Numerical mathematical programming methods |
90C20 | Quadratic programming |