Skip to main content
Log in

Sequential quadratic programming with step control using the lagrange function

  • System Analysis
  • Published:
Cybernetics and Systems Analysis Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. Yu. M. Danilin, “Linearization method using modified Lagrange functions,” Kibern. Sist. Analiz, No. 1, 102–118 (1994).

    MATH  MathSciNet  Google Scholar 

  2. R. B. Wilson, A Simplicial Algorithm for Concave Programming, PhD Thesis, Harvard Univ. (1963).

  3. Ph. Gill and W. Marray (eds.), Numerical Methods of Constrained Optimization [Russian translation], Mir, Moscow (1977).

    Google Scholar 

  4. B. T. Polyak, An Introduction to Optimization [in Russian], Nauka, Moscow (1983).

    Google Scholar 

  5. Ph. Gill, W. Murray, and M. Wright, Practical Optimization, Academic Press, New York (1981).

    Google Scholar 

  6. B. N. Pshenichnyi, Linearization Methods [in Russian], Nauka, Moscow (1983).

    Google Scholar 

  7. D. Bertsekas, Constrained Optimization and Lagrange Multiplier Methods, Academic Press, New York (1982).

    Google Scholar 

  8. N. Maratos, Exact Penalty Function Algorithms for Finite Dimensional and Control Optimization Problems, PhD Thesis, Imperial College, London (1978).

    Google Scholar 

  9. D. Q. Mayne and E. Polak, A superlinearly convergent algorithm for constrained optimization problems, Res. Rep., Dept. Comput. Contr. Sci., Imperial College, London (1978).

    Google Scholar 

  10. Yu. M. Danilin, “Quadratic penalty methods using linear approximation,” Zy. Vychisl. Mat. Mat. Fiz.,29, No. 6 831–843 (1989).

    MATH  MathSciNet  Google Scholar 

  11. E. G. Gol'shtein and N. V. Tret'yakov, Modified Lagrange Functions [in Russian], Nauka, Moscow (1989).

    Google Scholar 

Download references

Authors

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 70–77, May–June, 1994.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Danilin, Y.M. Sequential quadratic programming with step control using the lagrange function. Cybern Syst Anal 30, 371–377 (1994). https://doi.org/10.1007/BF02366471

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02366471

Keywords

Navigation