A sequential quadratic programming algorithm with non-monotone line search (PJO) |
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Volume 4
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Number 2
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pp. 335-351
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A sequential quadratic programming algorithm with non-monotone line search |
Yu-Hong Dai and Klaus Schittkowski |
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Key words |
Mathematices Subject Classification |
SQP, sequential quadratic programming, nonlinear programming, non-monotone line search, merit function, convergence, numerical results |
65K05, 90C26 |
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Copyright© 2011 Yokohama Publishers |
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