Jérôme Bolte, Edouard Pauwels, Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs, Mathematics of Operations Research, Vol. 41, No. 2 (May 2016), ...

Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we ...