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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[Research Report] RR-4346, INRIA. 2001
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https://hal.inria.fr/inria-00072242
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Soumis le : mardi 23 mai 2006 - 20:12:18
Dernière modification le : samedi 17 septembre 2016 - 01:27:19
Document(s) archivé(s) le : dimanche 4 avril 2010 - 23:00:09

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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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