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A superlinear convergent feasible method for nonlinear programming with nonlinear inequality constraints. (Chinese. English summary) Zbl 0901.65041

Summary: A new successive quadratic programming type feasible algorithm is proposed for the minimization of a continuously differentiable function subject to nonlinear inequality constraints. The algorithm only needs to solve one quadratic programming subproblem per iteration and can produce feasible successive iterates which have global convergence and superlinear convergence under some suitable assumptions.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming