Sequential Quadratic Programming Paul
نویسندگان
چکیده
منابع مشابه
A TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING WITH NEW SIMPLE FILTER AS AN EFFICIENT AND ROBUST FIRST-ORDER RELIABILITY METHOD
The real-world applications addressing the nonlinear functions of multiple variables could be implicitly assessed through structural reliability analysis. This study establishes an efficient algorithm for resolving highly nonlinear structural reliability problems. To this end, first a numerical nonlinear optimization algorithm with a new simple filter is defined to locate and estimate the most ...
متن کاملSequential 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.
متن کاملThe Squared Slacks Transformation in Nonlinear Programming
We recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in many algorithmic frameworks routinely used in nonlinear programming. Numerical examples performed with the sequential quadratic programming method illustrate those reasons.
متن کاملApplied and Computational Mathematics Division Computing and Applied Mathematics Laboratory an Interior-point Method for General Large-scale Quadratic Programming Problems an Interior-point Method for General Large Scale Quadratic Programming Problems *
In this paper we present an interior point algorithm for solving both convex and nonconvex quadratic programs. The method, which is an extension of our interior point work on linear programming problems, efficiently solves a wide class of large scale problems and forms the basis for a sequential quadratic programming (SQP) solver for general large scale nonlinear programs. The key to the algori...
متن کاملThe Squared Slacks Transformation in
In this short paper, we recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in many algorithmic frameworks routinely used in nonlinear programming. Numerical examples performed with the sequential quadratic programming method illustrate those reasons. Our results are reproducible with state-of-the-ar...
متن کامل