SQP versus SCP methods for nonlinear programming

MaRDI QIDQ5702608zbMATH OpenFDO

Authors Klaus Schittkowski, Christian Zillober

Publication date 2 November 2005

zbMATH Keywords

augmented Lagrangian merit functioncomparative testsglobal convergenceSCPsequential convex programmingsequential quadratic programmingSQP

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Recommendations

• Nonlinear programming: algorithms, software, and application. From small to very large scale optimization
• Some aspects of sequential quadratic programming methods
• Very large scale optimization by sequential convex programming
• scientific article; zbMATH DE number 3878695
• scientific article; zbMATH DE number 3965826

Cited in

(5)

• Nonlinear programming: algorithms, software, and application. From small to very large scale optimization
• scientific article; zbMATH DE number 4081316 (Why is no real title available?)
• Very large scale optimization by sequential convex programming
• Survey of sequential convex programming and generalized Gauss-Newton methods
• A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function

Describes a project that uses

Uses Software

• NLPQLP
• SCPIP
• CONLIN

This page was built for publication: SQP versus SCP methods for nonlinear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5702608)