Sequential Quadratic Programming Methods Based on Approximating a Projected Hessian Matrix

DOI10.1137/0910039MaRDI QIDQ4205015zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cited in

(8)

• Numerical experience with a reduced Hessian method for large scale constrained optimization
• 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

Describes a project that uses

Uses Software

• minpack

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