A modified SQP method and its global convergence

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摘要

In this paper, a modified SQP method is presented. The algorithm starts from an arbitrary initial point and can overcome the Maratos effect. Moreover, it avoid choosing the penalty parameters. Under some reasonable conditions, the global convergence is shown.

论文关键词：Constrained optimization,KKT point,Sequential quadratic programming,Global convergence

论文评审过程：Available online 18 September 2006.

论文官网地址：https://doi.org/10.1016/j.amc.2006.08.034