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

Newton methodsnonlinear programmingoptimality conditionsquadratic programmingsequential quadratic programming method

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(19)

• Robust arbitrage conditions for financial markets
• Sequential quadratic programming methods
• Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
• scientific article; zbMATH DE number 4160497 (Why is no real title available?)
• scientific article; zbMATH DE number 4055377 (Why is no real title available?)
• scientific article; zbMATH DE number 123327 (Why is no real title available?)
• scientific article; zbMATH DE number 589245 (Why is no real title available?)
• scientific article; zbMATH DE number 640570 (Why is no real title available?)
• scientific article; zbMATH DE number 1099073 (Why is no real title available?)
• scientific article; zbMATH DE number 1101644 (Why is no real title available?)
• scientific article; zbMATH DE number 2143183 (Why is no real title available?)
• Sequential quadratic programming methods for parametric nonlinear optimization
• scientific article; zbMATH DE number 780774 (Why is no real title available?)
• scientific article; zbMATH DE number 7086992 (Why is no real title available?)
• 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
• Estimating Optimal Infinite Horizon Dynamic Treatment Regimes via pT-Learning
• Title not available (Why is no real title available?)
• Application of sequential quadratic programming software program to an actual problem

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