Practical update criteria for reduced hessian SQP: Global analysis

Authors
Xie, YF Byrd, RH
Citation
Yf. Xie et Rh. Byrd, Practical update criteria for reduced hessian SQP: Global analysis, SIAM J OPTI, 9(3), 1999, pp. 578-604
Citations number
14
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
9
Issue
3
Year of publication
1999
Pages
578 - 604
Database
ISI
SICI code
1052-6234(19991019)9:3<578:PUCFRH>2.0.ZU;2-V
Abstract
In this paper, a new update criterion is proposed to improve the Nocedal-Ov erton update criterion for reduced Hessian successive quadratic programming (SQP). Global and R-linear convergence is proved for the new criterion and the Nocedal-Overton criterion using nonorthogonal basis matrices, which al low efficient implementations of the reduced Hessian SQP for solving large- scale equality constrained problems.