2010 | OriginalPaper | Buchkapitel
Local Convergence of Sequential Convex Programming for Nonconvex Optimization
verfasst von : Quoc Tran Dinh, Moritz Diehl
Erschienen in: Recent Advances in Optimization and its Applications in Engineering
Verlag: Springer Berlin Heidelberg
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This paper introduces sequential convex programming (SCP), a local optimzation method for solving nonconvex optimization problems. A full-step SCP algorithm is presented. Under mild conditions the local convergence of the algorithm is proved as a main result of this paper. An application to optimal control illustrates the performance of the proposed algorithm.