Sequential Quadratic Programming Methods Based on Approximating a Projected Hessian Matrix

DOI10.1137/0910039zbMath0686.65033OpenAlexW2051111399MaRDI QIDQ4205015

Chaya Gurwitz, Michael L. Overton

Publication date: 1989

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0910039

zbMATH Keywords

sequential quadratic programming algorithmnonlinearly constrained optimizationreduced Hessian matrixquasi- Newton techniquesprojected Hessian matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

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Uses Software

• minpack