An SQP method for general nonlinear programs using only equality constrained subproblems

نویسنده

  • Peter Spellucci
چکیده

In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version 34] it is much simpler to implement and allows any kind of changes of the working set in every step. Our method relies on a strong regularity condition. As far as it is applicable the new approach is superior to conventional SQP-methods, as demonstrated by extensive numerical tests.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Sqp Method for General Nonlinear Programs Using Only Equality Constrained Subproblems

In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version 34] it is much simpler to implement and allows any kind of changes of the working set in every step. Our method relies on a strong regularity condition. As far as it is applicable t...

متن کامل

A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems

We consider sequential quadratic programming (SQP) methods applied to optimization problems with nonlinear equality constraints and simple bounds. In particular, we propose and analyze a truncated SQP algorithm in which subproblems are solved approximately by an infeasible predictor-corrector interior-point method, followed by setting to zero some variables and some multipliers so that compleme...

متن کامل

A Barrier Algorithm for Large Nonlinear Optimization Problems

The problem of large-scale constrained optimization is addressed. A barrier function is used to transform the problem into a sequence of subproblems with nonlinear equality constraints. Barrier methods differ primarily in how such subproblems are solved. The method used here for each subproblem is similar to what the second-derivative method of Murray and Prieto (MP) reduces to when applied to ...

متن کامل

A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase

A sequential quadratic programming (SQP) method is presented that aims to overcome some of the drawbacks of contemporary SQP methods. It avoids the difficulties associated with indefinite quadratic programming subproblems by defining this subproblem to be always convex. The novel feature of the approach is the addition of an equality constrained phase that promotes fast convergence and improves...

متن کامل

Fast Recursive SQP MethodsforLarge - Scale Optimal Control Problems

Direct boundary value problem methods in combination with SQP iteration have proved to be very successful in solving nonlinear optimal control problems. Such methods use parameterized control functions, discretize the state di erential equations by, e.g., multiple shooting or collocation, and treat the discretized boundary value problem as an equality constraint in a large, nonlinear, constrain...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Math. Program.

دوره 82  شماره 

صفحات  -

تاریخ انتشار 1998