Abstract.
We analyze the convergence of a sequential quadratic programming (SQP) method for nonlinear programming for the case in which the Jacobian of the active constraints is rank deficient at the solution and/or strict complementarity does not hold for some or any feasible Lagrange multipliers. We use a nondifferentiable exact penalty function, and we prove that the sequence generated by an SQP using a line search is locally R-linearly convergent if the matrix of the quadratic program is positive definite and constant over iterations, provided that the Mangasarian-Fromovitz constraint qualification and some second-order sufficiency conditions hold.
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Received: April 28, 1998 / Accepted: June 28, 2001¶Published online April 12, 2002
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Anitescu, M. On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy. Math. Program. 92, 359–386 (2002). https://doi.org/10.1007/s101070100252
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DOI: https://doi.org/10.1007/s101070100252