A second derivative SQP method: local convergence
In [19], 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 predictor...
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| Format: | Report |
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SIAM Journal on Optimization
2008
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