A modified SQP algorithm for mathematical programming

Abstract

Recent efforts in mathematical programming have been focused a popular sequential quadratic programming (SQP) method. In this paper, a method for mathematical programs with equalities and inequalities constraints is presented, which solves two subproblems at each iterate, one a linear programming subproblem and the other is a quadratic programming (QP) subproblem. The considered method assures that the QP subproblem, is consistent.