A Feasible Trust-Region Sequential Quadratic Programming Algorithm

DOI10.1137/S1052623402413227MaRDI QIDQ4651984zbMATH OpenOpenAlexFDO

Authors Stephen J. Wright, Matthew J. Tenny

Publication date 23 February 2005

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623402413227

zbMATH Keywords

sequential quadratic programmingnonlinear constrained optimizationfeasible algorithmtrust-region algorithms

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

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Cited in

(17)

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• Parameter identification in financial market models with a feasible point SQP algorithm
• A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
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• Trust-region methods for simulation based nonlinear optimization
• A perturbed strongly sub-feasible sequential quadratic programming algorithm
• GLOBAL CONVERGENCE OF A TRUST REGION SEQUENTIAL QUADRATIC PROGRAMMING METHOD
• A sequential quadratic optimization algorithm with rapid infeasibility detection
• A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
• A new SQP approach for nonlinear complementarity problems
• A trust region SQP algorithm for equality constrained parameter estimation with simple parameter bounds
• Application of the sequential parametric convex approximation method to the design of robust trusses
• A computationally efficient feasible sequential quadratic programming algorithm
• Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints
• A feasible trust-region algorithm for inequality constrained optimization
• Sequential quadratic optimization for nonlinear optimization problems on Riemannian manifolds
• A feasible trust algorithm of nonlinear max-min problems

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