A sequential quadratic programming method for potentially infeasible mathematical programs

A Sequential Method for Mathematical Programming

A sequential programming method for constrained optimization, which is referred to as SP method, is presented. It is based on a sequence of linearized constrained problems. Convergence and convergence rate of the method are analyzed based on solutions of the first order optimality conditions and on Lagrange multiplier theory. Unlike the SQP method, the SP method does not rely on an approximatio...

The Sequential Quadratic Programming Method

Sequential (or Successive) Quadratic Programming (SQP) is a technique for the solution of Nonlinear Programming (NLP) problems. It is, as we shall see, an idealized concept, permitting and indeed necessitating many variations and modifications before becoming available as part of a reliable and efficient production computer code. In this monograph we trace the evolution of the SQP method throug...

Stabilized Sequential Quadratic Programming

Recently, Wright proposed a stabilized sequential quadratic programming algorithm for inequality constrained optimization. Assuming the Mangasarian-Fromovitz constraint qualification and the existence of a strictly positive multiplier (but possibly dependent constraint gradients), he proved a local quadratic convergence result. In this paper, we establish quadratic convergence in cases where bo...

Sequential Quadratic Programming Paul

Sequential Quadratic Programming �

Introduction Since its popularization in the late s Sequential Quadratic Program ming SQP has arguably become the most successful method for solving nonlinearly constrained optimization problems As with most optimization methods SQP is not a single algorithm but rather a conceptual method from which numerous speci c algorithms have evolved Backed by a solid theoretical and computational foundat...