Abstract
In this paper we consider the final stage of a ‘global’ method to solve the nonlinear programming problem. We prove 2-step superlinear convergence. In the process of analyzing this asymptotic behavior, we compare our method (theoretically) to the popular successive quadratic programming approach.
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This work is supported in part by NSERC Grant No. A8639 and the U.S. Dept. of Energy.
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Coleman, T.F., Conn, A.R. Nonlinear programming via an exact penalty function: Asymptotic analysis. Mathematical Programming 24, 123–136 (1982). https://doi.org/10.1007/BF01585100
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DOI: https://doi.org/10.1007/BF01585100