Article ID: | iaor19961422 |
Country: | Netherlands |
Volume: | 64 |
Issue: | 3 |
Start Page Number: | 277 |
End Page Number: | 294 |
Publication Date: | May 1994 |
Journal: | Mathematical Programming (Series A) |
Authors: | Qi Liqun |
Keywords: | Newton method |
In the literature, the proof of superlinear convergence of approximate Newton or SQP methods for solving nonlinear programming problems requires twice smoothness of the objective and constraint functions. Sometimes, the second-order derivatives of those functions are required to be Lipschitzian. This paper presents approximate Newton of SQP methods for solivng nonlinear programming problems whose objective and constraint functions have locally Lipschitzian derivatives, and establish