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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