A Feasible Trust-Region Sequential Quadratic Programming Algorithm
نویسندگان
چکیده
منابع مشابه
A Feasible Trust-Region Sequential Quadratic Programming Algorithm
An algorithm for smooth nonlinear constrained optimization problems is described, in which a sequence of feasible iterates is generated by solving a trust-region sequential quadratic programming (SQP) subproblem at each iteration, and perturbing the resulting step to retain feasibility of each iterate. By retaining feasibility, the algorithm avoids several complications of other trust-region SQ...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2004
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623402413227