Robust sequential quadratic programming method

Abstract

The sequential quadratic programming method developed by R.B. Wilson, by S.-P. Han and by M.J.D. Powell may fail if the quadratic programming subproblems become infeasible, or if the associated sequence of search directions is unbounded. This paper considers techniques which circumvent these difficulties by modifying the structure of the constraint region in the quadratic programming subproblems. Furthermore, questions concerning the occurrence of an unbounded sequence of multipliers and problem feasibility are also addressed.