Modifications to the subroutine OPALQP for dealing with large problems

DOI10.1016/0165-1889(94)90075-2zbMath0783.90109OpenAlexW2069315161MaRDI QIDQ1309843

M. de F. G. Hernandez, Michael Bartholomew-Biggs

Publication date: 1994

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90075-2

zbMATH Keywords

sequential quadratic programmingsecond derivativesnonlinearly constrained optimizationlarge-scale nonlinear optimizationsparse data structures

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (2)

Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization ⋮ New theoretical results on recursive quadratic programming algorithms

Uses Software

• LANCELOT
• L-BFGS
• OPALQP

Cites Work

• Recursive quadratic programming methods based on the augmented lagrangian
• Updating Quasi-Newton Matrices with Limited Storage
• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
• Solving Large Sparse Nonlinear Programs Using GRG

This page was built for publication: Modifications to the subroutine OPALQP for dealing with large problems