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Published in:
Elements of Optimization Theory and Variational Analysis Read chapter Read first chapter

2014 | OriginalPaper | Chapter

6. Constrained Optimization: Globalization of Convergence

Authors : Alexey F. Izmailov, Mikhail V. Solodov

Published in: Newton-Type Methods for Optimization and Variational Problems

Publisher: Springer International Publishing

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Abstract

In this chapter we discuss approaches to globalizing the fundamental sequential quadratic programming (SQP) algorithm. This can be done in a number of ways. First, candidate points can be produced either using linesearch in the computed SQP direction or solving SQP subproblems with an additional trust-region constraint. Second, the generated candidate points can be evaluated either by computing the value of a suitable merit function or by a filter dominance criterion. The so-called elastic mode modification is also considered, in the context of the sequential quadratically constrained quadratic programming method.

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previous chapter Variational Problems: Globalization of Convergence
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Metadata
Title
Constrained Optimization: Globalization of Convergence
Authors
Alexey F. Izmailov
Mikhail V. Solodov
Copyright Year
2014
Book
Newton-Type Methods for Optimization and Variational Problems

Print ISBN: 978-3-319-04246-6

Electronic ISBN: 978-3-319-04247-3

Copyright Year: 2014

DOI
https://doi.org/10.1007/978-3-319-04247-3_6