Implementation of a robust SQP algorithm

DOI10.1080/10556780801996228MaRDI QIDQ3605204zbMATH OpenOpenAlexFDO

Authors Brian C. Fabien

Publication date 23 February 2009

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780801996228

zbMATH Keywords

sequential quadratic programmingnonlinear programming problemcomputer code

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

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Cited in

(3)

• An overview of nonlinear optimization
• Parameter optimization using the L_ exact penalty function and strictly convex quadratic programming problems
• Inexact sequential quadratic optimization with penalty parameter updates within the QP solver

Describes a project that uses

Uses Software

• SNOPT

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