On the convergence of successive linear programming algorithms

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Persistent URL	http://purl.org/net/epubs/work/29792
Record Status	Checked
Record Id	29792
Title	On the convergence of successive linear programming algorithms
Contributors	R H Byrd, N I M Gould, J Nocedal, R A Waltz
Abstract	We analyze the global convergence properties of a class of penalty methods for nonlinear programming. These methods include successive linear programming approaches, and more specifically the SLP-EQP approach presented in [1]. Every iteration requires the solution of two trust region subproblems involving linear and quadratic models, respectively. The interaction between the trust region subproblems requires careful consideration. It is shown under mild assumptions that there exist an accumulation point which is a critical point for the penalty function
Organisation	CCLRC
Keywords
Funding Information
Related Research Object(s):	33858
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Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2003-013. 2003.		raltr-2003013.pdf	2003