An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
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DOI: 10.1080/02331934.2018.1545123
Abstract: Abstract In this paper, we present a quadratic model for minimizing problems with nonconvex and nonsmooth objective and constraint functions. This method is based on sequential quadratic programming that uses an penalty function to equilibrate… read more here.
Keywords: sqp method; minimization locally; lipschitz functions; locally lipschitz ... See more keywords