An active set sequential quadratic programming algorithm for nonlinear optimisation

DOI10.1017/S0004972700035577MaRDI QIDQ5482578zbMATH OpenFDO

Authors Qingjie Hu, Yu Chen, Yunhai Xiao

Publication date 28 August 2006

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972700035577

zbMATH Keywords

active set techniquealgorithmcomlementarityglobal and superlinear convergenceinequality constrained optimisationleast squares problemMaratos effectquadratic programming algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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Cited in

(5)

• An \(O(n^2)\) active set algorithm for the solution of a parametric quadratic program
• An active set algorithm for nonlinear optimization with polyhedral constraints
• An improved active set feasible SQP algorithm for the solution of inequality constrained optimization problems
• An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts
• Active set sequential quadratic programming filter method

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