CIEM 05476
CENTRO DE INVESTIGACION Y ESTUDIOS DE MATEMATICA
Unidad Ejecutora - UE
artículos
Título:
STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
Autor/es:
DAMIÁN FERNÁNDEZ; MIKHAIL SOLODOV
Revista:
PESQUISA OPERACIONAL
Editorial:
Sociedade Brasileira de Pesquisa Operacional
Referencias:
Lugar: Rio de Janeiro; Año: 2014 vol. 34 p. 463 - 479
ISSN:
0101-7438
Resumen:
We review the motivation for, the current state-of-the-art in convergence results, and someopen questions concerning the stabilized version of the sequential quadratic programming algorithm forconstrained optimization. We also discuss the tools required for its local convergence analysis, globaliza-tion challenges, and extentions of the method to the more general variational problems.
