We analyze the convergence of the sequential quadratic programming (SQP) method for nonlinear programming for the case in which the Jacobian of the active constraints is rank deecient at the solution and/or strict complementarity does not hold for some or any feasible Lagrange multipliers. We use a nondiieren-tiable exact penalty function, and we prove that the sequence generated by the SQP is ...

Computationally efficient algorithms are critical in making Model Predictive Control (MPC) applicable to broader classes of systems with fast dynamics and limited computational resources. In this paper, we propose an integrated formulation of Perturbation Analysis and Sequential Quadratic Programming (InPA-SQP) to address the constrained optimal control problems. The proposed algorithm combines...

QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriell14], this algorithm represents a signiicant advance in robustness at no cost in eeciency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously diierentiable, pseudo-...

With the development of wireless communication, higher requirements arise for train-ground communications in high-speed railway (HSR) scenarios. The millimeter-wave (mm-wave) frequency band with rich spectrum resources can provide users HSR scenarios high performance broadband multimedia services, while full-duplex (FD) technology has become mature. In this paper,we study communication system m...

A new trust-region SQP method for equality constrained optimization is considered. This method avoids using a penalty function or a filter, and yet can be globally convergent to first-order critical points under some reasonable assumptions. Each SQP step is composed of a normal step and a tangential step for which different trust regions are applied in the spirit of Gould and Toint [Math. Progr...

In this paper, we focus on the mathematical program with second-order cone (SOC) complementarity constraints, which contains the well-known mathematical program with nonnegative complementarity constraints as a subclass. For solving such a problem, we propose a smoothing-based sequential quadratic programming (SQP) methods. We first replace the SOC complementarity constraints with equality cons...

1423 ISSN: 2278 – 1323 All Rights Reserved © 2015 IJARCET  Abstract—This paper presents short-term fixed and variable head hydrotherml scheduling. An integrated PSO-SQP technique is applied to obtain the optimum scheduling of power generation. PSO is used as a global search optimization technique which explores the search space. Sequential quadratic programming (SQP) is used as a local search ...

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...

When we solve an ordinary nonlinear programming problem by the most and popular sequential quadratic programming (SQP) method, one of the difficulties that we must overcome is to ensure the consistence of its QP subproblems. In this paper, we develop a new SQP method which can assure that the QP subproblem at every iteration is consistent. One of the main techniques used in our method involves ...

We analyze the convergence of the sequential quadratic programming (SQP) method for nonlinear programming for the case in which the Jacobian of the active constraints is rank deecient at the solution and/or strict complementarity does not hold for some or any feasible Lagrange multipliers. We use a nondiieren-tiable exact penalty function, and we prove that the sequence generated by the SQP is ...