Global and superlinear convergence of inexact sequential quadratically constrained quadratic programming method for convex programming

Atsushi Kato, Yasushi Narushima, Hiroshi Yabe

研究成果: Article査読

2 被引用数 (Scopus)

抄録

This paper is concerned with a sequential quadratically constrained quadratic programming (SQCQP) method for convex programming. The SQCQP method solves, at each iteration, a quadratically constrained quadratic programming subproblem whose objective function and constraints are quadratic approximations to the objective function and constraints of the original problem, respectively. We propose an inexact SQCQP method which solves inexactly the subproblem and prove its global and superlinear convergence properties.

本文言語English
ページ(範囲)609-629
ページ数21
ジャーナルPacific Journal of Optimization
8
3
出版ステータスPublished - 2012 7 1
外部発表はい

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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