Local Convergence of Sequential Convex Programming for Nonconvex Optimization

Conference paper


This paper introduces sequential convex programming (SCP), a local optimzation method for solving nonconvex optimization problems. A full-step SCP algorithm is presented. Under mild conditions the local convergence of the algorithm is proved as a main result of this paper. An application to optimal control illustrates the performance of the proposed algorithm.


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© Springer -Verlag Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.Department of Electrical Engineering (SCD-ESAT) and OPTECKatholieke Universiteit LeuvenHeverleeBelgium

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