A truncated SQP algorithm for solving nonconvex equality constrained optimization problems - Inria - Institut national de recherche en sciences et technologies du numérique
Communication Dans Un Congrès Année : 2003

A truncated SQP algorithm for solving nonconvex equality constrained optimization problems

Résumé

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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inria-00072242 , version 1 (23-05-2006)

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Laurent Chauvier, Antonio Fuduli, Jean Charles Gilbert. A truncated SQP algorithm for solving nonconvex equality constrained optimization problems. High Performance Algorithms and Software for Nonlinear Optimization, G. Di Pillo; A. Murli, Jun 2001, Erice, Sicily, Italy. pp.149-176, ⟨10.1007/978-1-4613-0241-4_7⟩. ⟨inria-00072242⟩
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