Sequential Quadratic Programming Methods Based on Approximating a Projected Hessian Matrix
DOI10.1137/0910039zbMATH Open0686.65033OpenAlexW2051111399MaRDI QIDQ4205015FDOQ4205015
Authors: 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
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sequential quadratic programming algorithmnonlinearly constrained optimizationreduced Hessian matrixquasi- Newton techniquesprojected Hessian matrix
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30)
Cited In (8)
- An SQP method for general nonlinear programs using only equality constrained subproblems
- Partially reduced sqp methods for large-scale nonlinear optimization problems
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization
- Accelerating condensed interior-point methods on SIMD/GPU architectures
- An intelligent moving object optimization algorithm for design problems with mixed variables, mixed constraints and multiple objectives
- A reduced Hessian method for constrained optimization
- Nonlinear programming and nonsmooth optimization by successive linear programming
- Numerical experience with a reduced Hessian method for large scale constrained optimization
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