Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework

نویسندگان

  • Alexey F. Izmailov
  • Alexey S. Kurennoy
  • Mikhail V. Solodov
چکیده

We consider the inexact restoration and the composite-step sequential quadratic programming (SQP) methods, and relate them to the so-called perturbed SQP framework. In particular, iterations of the methods in question are interpreted as certain structured perturbations of the basic SQP iterations. This gives a different insight into local behaviour of those algorithms, as well as improved or different local convergence and rate of convergence results.

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عنوان ژورنال:
  • Optimization Methods and Software

دوره 30  شماره 

صفحات  -

تاریخ انتشار 2015