An SQP method for mathematical programs with vanishing constraints with strong convergence properties
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DOI: 10.1007/s10589-017-9894-9
Abstract: We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $${\mathcal {Q}}$$Q-stationarity… read more here.
Keywords: mathematical programs; method mathematical; constraints strong; sqp method ... See more keywords
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