Sqp Methods for Large-scale Nonlinear Programming Presented at the 19th Ifip Tc7 Conference on System Modelling and Optimization, Sqp Methods for Large-scale Nonlinear Programming
نویسندگان
چکیده
We compare and contrast a number of recent sequential quadratic programming (SQP) methods that have been proposed for the solution of large-scale nonlinear programming problems. Both line-search and trust-region approaches are considered, as are the implications of interior-point and quadratic programming methods. 1 Presented at the 19th IFIP TC7 Conference on System Modelling and Optimization, July 12 16, 1999, Cambridge, England. 2 Computational Science and Engineering Department, Rutherford Appleton Laboratory, Chilton, Oxfordshire, OX11 0QX, England, EU. Email : [email protected] 3 Current reports available from \http://www.numerical.rl.ac.uk/reports/reports.html". 4 Department of Mathematics, Facult es Universitaires ND de la Paix, 61, rue de Bruxelles, B-5000 Namur, Belgium, EU. Email : [email protected] 5 Current reports available from \ftp://thales.math.fundp.ac.be/pub/reports". Computational Science and Engineering Department Atlas Centre Rutherford Appleton Laboratory Oxfordshire OX11 0QX July 21, 1999. SQP methods for large-scale nonlinear programming 1
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