A new SQP algorithm for large-scale nonlinear programming

DOI10.1137/S1052623496297012MaRDI QIDQ2706350zbMATH OpenFDO

Authors R. W. H. Sargent, M. Ding

Publication date 19 March 2001

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

Full work available at URL https://doi.org/10.1137/S1052623496297012

zbMATH Keywords

\(Q\)-quadratic convergenceinexact Newton methodinterior-point methodslarge-scale problemsnonlinear programmingSQP algorithmsuccessive quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

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Describes a project that uses

Uses Software

• LANCELOT
• CUTEr
• MA47

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