Wright, Stephen J. Superlinear convergence of a stabilized SQP method to a degenerate solution. (English) Zbl 0917.90279 Comput. Optim. Appl. 11, No. 3, 253-275 (1998). Summary: We describe a slight modification of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even the Jacobian of the active constraints is rank deficient at the solution. We show that rapid convergence occurs even in the presence of the roundoff errors that are introduced when the algorithm is implemented in floating-point arithmetic. Cited in 48 Documents MSC: 90C30 Nonlinear programming Keywords:degenerate solutions; sequential quadratic programming; superlinear convergence PDF BibTeX XML Cite \textit{S. J. Wright}, Comput. Optim. Appl. 11, No. 3, 253--275 (1998; Zbl 0917.90279) Full Text: DOI