INVESTIGADORES
FERNANDEZ FERREYRA Damian Roberto
artículos
Título:
Stabilized sequential quadratic programming: A survey
Autor/es:
FERNÁNDEZ, DAMIÁN; SOLODOV, MIKHAIL
Revista:
PESQUISA OPERACIONAL
Editorial:
Sociedade Brasileira de Pesquisa Operacional
Referencias:
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 some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.