On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy.
Mihai AnitescuPublished in: Math. Program. (2002)
Keyphrases
- penalty function
- sequential quadratic programming
- constrained optimization
- constrained optimization problems
- constraint handling
- penalty functions
- genetic algorithm
- objective function
- unconstrained optimization
- fitness function
- real coded
- saddle point
- lagrange multipliers
- hard constraints
- approximation methods
- convergence rate
- number of iterations required
- neural network
- convergence speed