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Sequential Quadratic Programming *

Published online by Cambridge University Press:  07 November 2008

Paul T. Boggs  and
Jon W. Tolle
Paul T. Boggs
Affiliation:
Applied and Computational Mathematics DivisionNational Institute of Standards and TechnologyGaithersburg, Maryland 20899USA E-mail: [email protected]
Jon W. Tolle
Affiliation:
Departments of Mathematics and Operations ResearchUniversity of North CarolinaChapel Hill, North Carolina 27599USA E-mail: [email protected]
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Extract

Since its popularization in the late 1970s, Sequential Quadratic Programming (SQP) has arguably become the most successful method for solving nonlinearly constrained optimization problems. As with most optimization methods, SQP is not a single algorithm, but rather a conceptual method from which numerous specific algorithms have evolved. Backed by a solid theoretical and computational foundation, both commercial and public-domain SQP algorithms have been developed and used to solve a remarkably large set of important practical problems. Recently large-scale versions have been devised and tested with promising results.

Type
Research Article
Information
Acta Numerica , Volume 4 , January 1995 , pp. 1 - 51
Copyright
Copyright © Cambridge University Press 1995

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References

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