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| | Feasible Sequential Quadratic Programming (Site not responding. Last check: 2007-10-08) |
 | | Finally, we mention feasible sequential quadratic programming algorithms, which, as their name suggests, constrain all iterates to be feasible. |
 | | is difficult or impossible to calculate outside the feasible set, or when termination of the algorithm at an infeasible point (which may happen with most algorithms) is undesirable. |
 | | In this algorithm, the step is defined as a combination of the sequential QP direction, a strictly feasible direction (which points into the interior of the feasible set) and, possibly, a second-order correction direction. |
| www-fp.mcs.anl.gov /otc/guide/OptWeb/continuous/constrained/nonlinearcon/section2_1_3.html (162 words) |
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