SUPERLINEAR CONVERGENCE OF A STABILIZED SQP METHOD TO A DEGENERATE SOLUTION

We describe a slight modification of the well-known sequential quadrat ic programming method for nonlinear programming that attains superline ar convergence to a primal-dual solution even when the Jacobian of the active constraints is rank deficient at the solution. We show that ra pid convergence occurs even in the presence of the roundoff errors tha t are introduced when the algorithm is implemented in floating-point a rithmetic.