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Advanced Proof

Local Quadratic Convergence of Sequential Quadratic Programming (SQP)

Students often conflate 'quadratic convergence' of the SQP algorithm with the 'quadratic subproblem' it solves. The subproblem is quadratic by design, but the convergence rate is quadratic because the derivative of the optimality conditions vanishes at the solution, mimicking Newton's method behavior in unconstrained space.
Institutional Reference: Fundamentals of Optimization
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