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A truncated SQP algorithm for solving nonconvex equality constrained optimization problems

Abstract : An algorithm for solving equality constrained optimization problems is proposed. It can deal with nonconvex functions and uses a truncated conjugate algorithm for detecting nonconvexity. The algorithm ensures convergence from remote starting point by using line-search. Numerical experiments are reported, comparing the approach with the one implemented in the trust region codes ETR and Knitro.
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https://hal.inria.fr/inria-00072242
Contributor : Rapport de Recherche Inria <>
Submitted on : Tuesday, May 23, 2006 - 8:12:18 PM
Last modification on : Friday, May 25, 2018 - 12:02:03 PM
Long-term archiving on: : Sunday, April 4, 2010 - 11:00:09 PM

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  • HAL Id : inria-00072242, version 1

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Laurent Chauvier, Antonio Fuduli, Jean Charles Gilbert. A truncated SQP algorithm for solving nonconvex equality constrained optimization problems. [Research Report] RR-4346, INRIA. 2001. ⟨inria-00072242⟩

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