Abstract
The sequential quadratic programming method developed by Wilson, Han and Powell may fail if the quadratic programming subproblems become infeasible, or if the associated sequence of search directions is unbounded. This paper considers techniques which circumvent these difficulties by modifying the structure of the constraint region in the quadratic programming subproblems. Furthermore, questions concerning the occurrence of an unbounded sequence of multipliers and problem feasibility are also addressed.
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Work supported in part by the National Science Foundation under Grant No. DMS-8602399 and by the Air Force Office of Scientific Research under Grant No. ISSA-860080.
Work supported in part by the National Science Foundation under Grant No. DMS-8602419.
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Burke, J.V., Han, SP. A robust sequential quadratic programming method. Mathematical Programming 43, 277–303 (1989). https://doi.org/10.1007/BF01582294
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DOI: https://doi.org/10.1007/BF01582294