Accession Number : ADA115667

Title :   On the Convergence of a Sequential Quadratic Programming Method with an Augmented Lagrangian Line Search Functions.

Descriptive Note : Technical rept.,


Personal Author(s) : Schittkowski,Klaus

PDF Url : ADA115667

Report Date : Jan 1982

Pagination or Media Count : 26

Abstract : Sequential quadratic programming methods as developed by Wilson, Han, and Powell have gained considerable attention in the last few years mainly because of their outstanding numerical performance. Although the theoretical convergence aspects of this method and its various modifications have been investigated in the literature, there still remain some open questions which will be treated in this paper. The convergence theory to be presented, takes into account the additional variable introduced in the quadratic programming subproblem to avoid inconsistency, the one-dimensional minimization procedure, and, in particular, and 'active set' strategy to avoid the recalculation of unnecessary gradients. This paper also contains a detailed mathematical description of a nonlinear programming algorithm which has been implemented by the author.

Descriptors :   *Quadratic programming, *Convergence, *Sequences(Mathematics), Lagrangian functions, Optimization, Searching, Nonlinear programming, Algorithms, One dimensional

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE