The Sequential Quadratic Programming Method

DOI10.1007/978-3-642-11339-0_3MaRDI QIDQ3569505zbMATH OpenOpenAlexFDO

Authors Roger Fletcher

Publication date 21 June 2010

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-11339-0_3

zbMATH Keywords

quadratic programmingnonlinear programmingoptimality conditionsNewton methodssequential quadratic programming method

Mathematics Subject Classification ID

Quadratic programming (90C20) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Recommendations

• scientific article; zbMATH DE number 3965826
• scientific article; zbMATH DE number 3878695
• Sequential quadratic programming methods
• Sequential quadratic programming for large-scale nonlinear optimization
• A two step filter SQP algorithm for nonlinear constrained optimization
• scientific article; zbMATH DE number 589245
• Publication:3487158
• scientific article; zbMATH DE number 1101644
• scientific article; zbMATH DE number 1101643
• Switching stepsize strategies for sequential quadratic programming

Cites work

• scientific article; zbMATH DE number 3583207 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 1971712 (Why is no real title available?)
• scientific article; zbMATH DE number 3246195 (Why is no real title available?)
• scientific article; zbMATH DE number 3309655 (Why is no real title available?)
• scientific article; zbMATH DE number 3067835 (Why is no real title available?)
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• A Globally Convergent Filter Method for Nonlinear Programming
• A Nonmonotone Line Search Technique for Newton’s Method
• A globally convergent method for nonlinear programming
• A model algorithm for composite nondifferentiable optimization problems
• A new low rank quasi-Newton update scheme for nonlinear programming
• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
• A quadratically-convergent algorithm for general nonlinear programming problems
• An Exact Potential Method for Constrained Maxima
• An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• CUTE
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Modified barrier functions (theory and methods)
• Multiplier and gradient methods
• Nonlinear programming and nonsmooth optimization by successive linear programming
• Nonlinear programming without a penalty function.
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• On the Global Convergence of a Filter--SQP Algorithm
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Representations of quasi-Newton matrices and their use in limited memory methods
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Trust Region Methods
• Updating Quasi-Newton Matrices with Limited Storage
• Variational methods for the solution of problems of equilibrium and vibrations

Cited in

(17)

• Maximum likelihood estimation of nonlinear mixed-effects models with crossed random effects by combining first-order conditional linearization and sequential quadratic programming
• A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
• scientific article; zbMATH DE number 589245 (Why is no real title available?)
• Estimating Optimal Infinite Horizon Dynamic Treatment Regimes via pT-Learning
• Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
• scientific article; zbMATH DE number 780774 (Why is no real title available?)
• scientific article; zbMATH DE number 4160497 (Why is no real title available?)
• scientific article; zbMATH DE number 2143183 (Why is no real title available?)
• scientific article; zbMATH DE number 123327 (Why is no real title available?)
• scientific article; zbMATH DE number 640570 (Why is no real title available?)
• scientific article; zbMATH DE number 4055377 (Why is no real title available?)
• Sequential quadratic programming methods
• Sequential quadratic programming methods for parametric nonlinear optimization
• scientific article; zbMATH DE number 1101644 (Why is no real title available?)
• scientific article; zbMATH DE number 7086992 (Why is no real title available?)
• Application of sequential quadratic programming software program to an actual problem
• Robust arbitrage conditions for financial markets

This page was built for publication: The Sequential Quadratic Programming Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3569505)