Sequential quadratic programming for large-scale nonlinear optimization
نویسندگان
چکیده
منابع مشابه
Sequential Quadratic Programming forLarge - Scale Nonlinear Optimization ?
The sequential quadratic programming (SQP) algorithm has been one of the most successful general methods for solving nonlinear constrained optimization problems. We provide an introduction to the general method and show its relationship to recent developments in interior-point approaches. We emphasize large-scale aspects.
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2000
ISSN: 0377-0427
DOI: 10.1016/s0377-0427(00)00429-5