October  2007, 3(4): 775-781. doi: 10.3934/jimo.2007.3.775

A global error bound via the SQP method for constrained optimization problem

1. 

Department of Applied Mathematics, Dalian University of Technology, Dalian Liaoning, 116024, China

2. 

School of Mathematics and Information Science, Shandong University of Technology, Zibo Shandong, 255049, China

Received  September 2006 Revised  June 2007 Published  October 2007

For the constrained optimization problem, under the condition that the objective function is strongly convex, we obtain a global error bound for the distance between any feasible solution and the optimal solution by using the merit function in the sequential quadratic programming (SQP) method.
Citation: Wen-ling Zhao, Dao-jin Song. A global error bound via the SQP method for constrained optimization problem. Journal of Industrial & Management Optimization, 2007, 3 (4) : 775-781. doi: 10.3934/jimo.2007.3.775
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