Convergence properties of an algorithm for non-linear programmes which uses a two parameter exact penalty function
A sequential quadratic programming algorithm for nonlinear programmes is described. The algorithm uses a two parameter ℓ∞ exact penalty function. Convergence is shown under mild conditions, and superlinear convergence is also obtainable on problems with the requisite properties. Some numerical results are given which show that the algorithm is effective in practice.
SubjectsField of Research::01 - Mathematical Sciences::0102 - Applied Mathematics::010206 - Operations Research
- Engineering: Reports