| Article ID: | iaor19881247 |
| Country: | Netherlands |
| Volume: | 43 |
| Issue: | 3 |
| Start Page Number: | 277 |
| End Page Number: | 303 |
| Publication Date: | Apr 1989 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Burke J.V., Han S.P. |
The sequential quadratic programming method developed by Wilson, Han and Powell may fail if the quadratic programming subproblems become infeasible, or if the associated sequence of search directions is unbounded. This paper considers techniques which circumvent these difficulties by modifying the structure of the constraint region in the quadratic programming subproblems. Furthermore, questions concerning the occurrence of an unbounded sequence of multipliers and problem feasibility are also addressed.