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

DOI10.1007/s12532-016-0101-2zbMath1391.90575WikidataQ59309657 ScholiaQ59309657MaRDI QIDQ1694296

Sebastian Sager, Christian Kirches, Andreas Wächter, Dennis Janka

Publication date: 1 February 2018

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-016-0101-2

zbMATH Keywords

sequential quadratic programming; quasi-Newton; optimum experimental design; direct methods for optimal control

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C20: Quadratic programming

90C53: Methods of quasi-Newton type

49M37: Numerical methods based on nonlinear programming

90C55: Methods of successive quadratic programming type

Related Items

blockSQP

Uses Software

• LANCELOT
• LAPACK
• MA57
• ADIFOR
• VPLAN
• QPA
• Ipopt
• qpOASES
• ve08
• COPS