Article ID: | iaor2003795 |
Country: | Germany |
Volume: | 91 |
Issue: | 2 |
Start Page Number: | 239 |
End Page Number: | 269 |
Publication Date: | Jan 2002 |
Journal: | Mathematical Programming |
Authors: | Fletcher R., Leyffer S. |
In this paper the solution of nonlinear programming problems by a Sequential Quadratic Programming (SQP) trust-region algorithm is considered. The aim of the present work is to promote global convergence without the need to use a penalty function. Instead, a new concept of a