A recursive quadratic programming algorithm that uses differentiable exact penalty functions View Full Text


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Article Info

DATE

1986-07

AUTHORS

M. J. D. Powell, Y. Yuan

ABSTRACT

In this paper, a recursive quadratic programming algorithm for solving equality constrained optimization problems is proposed and studied. The line search functions used are approximations to Fletcher's differentiable exact penalty function. Global convergence and local superlinear convergence results are proved, and some numerical results are given.

PAGES

265-278

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf01580880

DOI

http://dx.doi.org/10.1007/bf01580880

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1036716006


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