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.
|ジャーナル||Pacific Journal of Optimization|
|出版ステータス||Published - 2012 7 1|
ASJC Scopus subject areas
- Control and Optimization
- Computational Mathematics
- Applied Mathematics