Sequential Quadratic Programming Methods

From MaRDI portal
Publication:2897297

DOI10.1007/978-1-4614-1927-3_6zbMath1242.90297OpenAlexW2110018596MaRDI QIDQ2897297

Elizabeth Wong, Philip E. Gill

Publication date: 10 July 2012

Published in: Mixed Integer Nonlinear Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-1927-3_6




Related Items (28)

Variations and extension of the convex-concave procedureHow to measure uncertainty in uncertainty sampling for active learningComputing the nearest low-rank correlation matrix by a simplified SQP algorithmA competitive inexact nonmonotone filter SQP method: convergence analysis and numerical resultsUnnamed ItemQualification Conditions in Semialgebraic ProgrammingSolving linear optimization over arithmetic constraint formulaSome composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming frameworkAn Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone ProgrammingCombining stabilized SQP with the augmented Lagrangian algorithmAn adaptive stochastic sequential quadratic programming with differentiable exact augmented LagrangiansConvergence of a stabilized SQP method for equality constrained optimizationA novel multidimensional penalty‐free approach for constrained optimal control of switched control systemsDimensionality reduction for regularization of sparse data-driven RANS simulationsRetraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraintsAn extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programmingBO-B\&B: a hybrid algorithm based on Bayesian optimization and branch-and-bound for discrete network design problemsAn SQP method for minimization of locally Lipschitz functions with nonlinear constraintsA Regularized Factorization-Free Method for Equality-Constrained OptimizationAn adaptively regularized sequential quadratic programming method for equality constrained optimizationA stabilized SQP method: superlinear convergenceA Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization ProblemsNewton-type methods: a broader viewSpace-Time Galerkin POD with Application in Optimal Control of Semilinear Partial Differential EquationsMajorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame ProgramsSmoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel ProgramsA stochastic control approach to Slotted-ALOHA random access protocolMethods for convex and general quadratic programming


Uses Software



This page was built for publication: Sequential Quadratic Programming Methods