STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY

Detalhes bibliográficos
Autor(a) principal: Fernández,Damián
Data de Publicação: 2014
Outros Autores: Solodov,Mikhail
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Pesquisa operacional (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300463
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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spelling STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEYNewton method(stabilized) sequential quadratic programmingconstrained optimizationvariational problemsecond-order sufficiency(non)critical Lagrange multipliersWe 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.Sociedade Brasileira de Pesquisa Operacional2014-12-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300463Pesquisa Operacional v.34 n.3 2014reponame:Pesquisa operacional (Online)instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)instacron:SOBRAPO10.1590/0101-7438.2014.034.03.0463info:eu-repo/semantics/openAccessFernández,DamiánSolodov,Mikhaileng2014-11-12T00:00:00Zoai:scielo:S0101-74382014000300463Revistahttp://www.scielo.br/popehttps://old.scielo.br/oai/scielo-oai.php||sobrapo@sobrapo.org.br1678-51420101-7438opendoar:2014-11-12T00:00Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)false
dc.title.none.fl_str_mv STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
title STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
spellingShingle STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
Fernández,Damián
Newton method
(stabilized) sequential quadratic programming
constrained optimization
variational problem
second-order sufficiency
(non)critical Lagrange multipliers
title_short STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
title_full STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
title_fullStr STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
title_full_unstemmed STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
title_sort STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
author Fernández,Damián
author_facet Fernández,Damián
Solodov,Mikhail
author_role author
author2 Solodov,Mikhail
author2_role author
dc.contributor.author.fl_str_mv Fernández,Damián
Solodov,Mikhail
dc.subject.por.fl_str_mv Newton method
(stabilized) sequential quadratic programming
constrained optimization
variational problem
second-order sufficiency
(non)critical Lagrange multipliers
topic Newton method
(stabilized) sequential quadratic programming
constrained optimization
variational problem
second-order sufficiency
(non)critical Lagrange multipliers
description 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.
publishDate 2014
dc.date.none.fl_str_mv 2014-12-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300463
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300463
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/0101-7438.2014.034.03.0463
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
dc.source.none.fl_str_mv Pesquisa Operacional v.34 n.3 2014
reponame:Pesquisa operacional (Online)
instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron:SOBRAPO
instname_str Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron_str SOBRAPO
institution SOBRAPO
reponame_str Pesquisa operacional (Online)
collection Pesquisa operacional (Online)
repository.name.fl_str_mv Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
repository.mail.fl_str_mv ||sobrapo@sobrapo.org.br
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