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Persistent URL http://purl.org/net/epubs/work/29792
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Record Id 29792
Title On the convergence of successive linear programming algorithms
Contributors
Abstract We analyze the global convergence properties of a class of penalty methods for nonlinear programming. These methods include successive linear programming approaches, and more specifically the SLP-EQP approach presented in [1]. Every iteration requires the solution of two trust region subproblems involving linear and quadratic models, respectively. The interaction between the trust region subproblems requires careful consideration. It is shown under mild assumptions that there exist an accumulation point which is a critical point for the penalty function
Organisation CCLRC
Keywords
Funding Information
Related Research Object(s): 33858
Licence Information:
Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2003-013. 2003. raltr-2003013.pdf 2003