Superlinear convergence of a stabilized SQP method to a degenerate solution.
Journal Article
·
· Comput. Optimization Appl.
We describe a slight modification of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when the Jacobian of the active constraints is rank deficient at the solution. We show that rapid convergence occurs even in the presence of the roundoff errors that are introduced when the algorithm is implemented in floating-point arithmetic.
- Research Organization:
- Argonne National Laboratory (ANL)
- Sponsoring Organization:
- ER
- DOE Contract Number:
- AC02-06CH11357
- OSTI ID:
- 937986
- Report Number(s):
- ANL/MCS-P643-0297
- Journal Information:
- Comput. Optimization Appl., Journal Name: Comput. Optimization Appl. Journal Issue: 1998 Vol. 11
- Country of Publication:
- United States
- Language:
- ENGLISH
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