The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization.

Zengxin Wei Liying Liu Shengwei Yao

Published in: Appl. Math. Comput. (2008)

Keyphrases

constrained optimization
newton method
quasi newton
objective function
cost function
superlinear convergence
dynamic programming
feature space
optimization algorithm
optimization method
sensitivity analysis
step size
linear models