Experiments with successive quadratic programming algorithms (Q1090233)
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scientific article; zbMATH DE number 4005984
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| English | Experiments with successive quadratic programming algorithms |
scientific article; zbMATH DE number 4005984 |
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Experiments with successive quadratic programming algorithms (English)
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1988
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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.
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successive quadratic programming
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line search
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trust region
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reduced- gradient procedure
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0.9227181
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0.9200638
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0.89292675
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