A recursive quadratic programming algorithm that uses differentiable exact penalty functions |
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| Authors: | M J D Powell Y Yuan |
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| Institution: | (1) Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Silver Street, CB3 9EW Cambridge, England |
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| Abstract: | In this paper, a recursive quadratic programming algorithm for solving equality constrained optimization problems is proposed and studied. The line search functions used are approximations to Fletcher's differentiable exact penalty function. Global convergence and local superlinear convergence results are proved, and some numerical results are given. |
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| Keywords: | Constrained optimization exact penalty functions global convergence line search functions recursive quadratic programming |
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