A truncated SQP algorithm for solving nonconvex equality constrained optimization problems

Published: 2002/01/03

Constrained Nonlinear Optimization equality constraint, exact penalty functions, global convergence, line-search, nonconvex optimization, sequential quadratic programming, truncated conjugate gradient algorithm Short URL: https://optimization-online.org/?p=9189

An algorithm for solving equality constrained optimization problems is proposed. It can deal with nonconvex functions and uses a truncated conjugate algorithm for detecting nonconvexity. The algorithm ensures convergence from remote starting point by using line-search. Numerical experiments are reported, comparing the approach with the one implemented in the trust region codes ETR and Knitro.

A truncated SQP algorithm for solving nonconvex equality constrained optimization problems

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