A second-derivative trust-region SQP method with a "trust-region-free" predictor step
In (NAR 08/18 and 08/21, Oxford University Computing Laboratory, 2008) we introduced a second-derivative SQP method (S2QP) for solving nonlinear nonconvex optimization problems. We proved that the method is globally convergent and locally superlinearly convergent under standard assumptions. A critic...
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| Format: | Report |
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IMA Journal of Numerical Analysis
2009
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