Preprint A737/2013
Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
Alexey F. Izmailov | Alexey S. Kurennoy | Mikhail V. Solodov
Keywords:

We consider the inexact restoration and the composite-step
sequential quadratic programming (SQP) methods,
and relate them to the so-called perturbed SQP framework.
In particular, iterations of the methods in question
are interpreted as certain structured perturbations of the basic SQP iterations.
This gives a different insight into local behaviour of those algorithms,
as well as improved or different local convergence and rate
of convergence results.

 


Anexos: