SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

DOI10.1137/S0036144504446096zbMath1210.90176MaRDI QIDQ5317148

Philip E. Gill, Michael A. Saunders, Walter Murray

Publication date: 16 September 2005

Published in: SIAM Review (Search for Journal in Brave)

large-scale optimization; sequential quadratic programming; nonlinear programming; quasi-Newton methods; nonlinear inequality constraints; limited-memory methods

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

49J15: Existence theories for optimal control problems involving ordinary differential equations

49J20: Existence theories for optimal control problems involving partial differential equations

65F05: Direct numerical methods for linear systems and matrix inversion

90C55: Methods of successive quadratic programming type

Related Items

On second-order optimality conditions for nonlinear programming, Trust-region interior-point method for large sparsel₁optimization, The Chebyshev–Legendre collocation method for a class of optimal control problems, An efficient method for nonlinearly constrained networks, Approximate solutions of continuous dispersion problems, Parameter range reduction for ODE models using cumulative backward differentiation formulas, Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements, User's guide, Efficient interval partitioning for constrained global optimization, Global convergence of a tri-dimensional filter SQP algorithm based on the line search method, Quasi-Newton acceleration for equality-constrained minimization, Optimization of a continuous distillation process under random inflow rate., A numerical study of limited memory BFGS methods, Improving solver success in reaching feasibility for sets of nonlinear constraints, A primal deficient-basis simplex algorithm for linear programming, Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization, A generic approach to the design of decentralized linear output- feedback controllers, A local relaxation approach for the siting of electrical substations, A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization, Improving ultimate convergence of an augmented Lagrangian method

Uses Software