A second derivative SQP method: Local convergence
In NA 08/18, we gave global convergence results for a second-derivative SQP method for minimizing the exact l1-merit function for a fixed value of the penalty parameter. To establish this result, we used the properties of the so-called Cauchy step, which was itself computed from the so-called predic...
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| Format: | Report |
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Oxford University Computing Laboratory
2008
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