blockSQP

MaRDI QIDQ43491swMATHFDO

Official website http://mpc.zib.de/archive/2016/4/Janka2016_Article_AnSR1BFGSSQPAlgorithmForNoncon.pdf

Source code repository https://github.com/djanka2/blockSQP

Described by source

• An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix

Cited in

(9)

• Recent advances in quadratic programming algorithms for nonlinear model predictive control
• CasADi: a software framework for nonlinear optimization and optimal control
• MUSCOP
• A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
• treeQP
• HPMPC
• casiopeia
• liftedCollocation
• Adjoint-based SQP method with block-wise quasi-Newton Jacobian updates for nonlinear optimal control

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