| A sequential quadratic programming algorithm with non-monotone line search (PJO) |
 |
|
Volume 4
|
|
Number 2
|
|
pp. 335-351
|
|
|
| A sequential quadratic programming algorithm with non-monotone line search |
| Yu-Hong Dai and Klaus Schittkowski |
|
 |
|
| Key words |
Mathematices Subject Classification |
| SQP, sequential quadratic programming, nonlinear programming, non-monotone line search, merit function, convergence, numerical results |
65K05, 90C26 |
|
|
|
|
|
|
|
|
|
| Copyright© 2011 Yokohama Publishers |
|
|
|