On the Convergence of Successive Linear-Quadratic Programming Algorithms
On the Convergence of Successive Linear-Quadratic Programming Algorithms
The global convergence properties of a class of penalty methods for nonlinear programming are analyzed. These methods include successive linear programming approaches and, more specifically, the successive linear-quadratic programming approach presented by Byrd et al. [Math. Program., 100 (2004), pp. 27--48]. Every iteration requires the solution of two trust-region subproblems …