Sequential Quadratic Programming �
نویسندگان
چکیده
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 foundation both commercial and public do main SQP algorithms have been developed and used to solve a remarkably large set of important practical problems Recently large scale versions have been devised and tested with promising results In this paper we examine the underlying ideas of the SQP method and the theory that establishes it as a framework from which e ective algorithms can
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