Experiments with successive quadratic programming algorithms
From MaRDI portal
There are many variants of successive quadratic programming (SQP) algorithms. Important issues include: the choice of either line search or trust region strategies; the QP formulation to be used; and how the QP is to be solved. Here, we consider the QP's proposed by Fletcher and Powell and discuss a specialized reduced-gradient procedure for solving them. A computer implementation is described, and the various options are compared on some well-known test problems. Factors influencing robustness and speed are identified.
Recommendations
- A new successive quadratic programming algorithm
- Experiments in quadratic 0-1 programming
- Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming
- scientific article; zbMATH DE number 4158404
- scientific article; zbMATH DE number 1101644
- scientific article; zbMATH DE number 3965826
- A computationally efficient feasible sequential quadratic programming algorithm
- scientific article; zbMATH DE number 1096546
- Sequential quadratic programming methods
- scientific article; zbMATH DE number 780774
Cites work
- A numerically stable dual method for solving strictly convex quadratic programs
- A set of geometric programming test problems and their solutions
- Algorithms for nonlinear constraints that use lagrangian functions
- An Improved Successive Linear Programming Algorithm
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
- scientific article; zbMATH DE number 3919686 (Why is no real title available?)
- scientific article; zbMATH DE number 3934327 (Why is no real title available?)
- scientific article; zbMATH DE number 3744430 (Why is no real title available?)
- scientific article; zbMATH DE number 3382096 (Why is no real title available?)
- Large-scale linearly constrained optimization
- Nonlinear Optimization by Successive Linear Programming
- Numerically stable methods for quadratic programming
- Revisions of constraint approximations in the successive QP method for nonlinear programming problems
- The watchdog technique for forcing convergence in algorithms for constrained optimization
Cited in
(12)- An algorithm for the mixed-integer nonlinear bilevel programming problem
- A new successive quadratic programming algorithm
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- Performance of several nonlinear programming software packages on microcomputers.
- On quasi-solution to infeasible linear complementarity problem obtained by Lemke's method
- A bilevel programming approach to determining tax credits for biofuel production
- scientific article; zbMATH DE number 13594 (Why is no real title available?)
- scientific article; zbMATH DE number 2143183 (Why is no real title available?)
- scientific article; zbMATH DE number 2143190 (Why is no real title available?)
- SOME ASPECTS OF OPTIMUM DESIGN OF ELECTROMAGNETIC DEVICES
- A decomposition technique for discrete time optimal control problems with an application to water resources management
- Time-axis decomposition of large-scale optimal control problems
This page was built for publication: Experiments with successive quadratic programming algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1090233)
