A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem

A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem

A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm

A sequential quadratic programming (SQP) algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from previous feasible SQP algorithms proposed by various authors is a reduction in the amount of computation required to generate a new iterate while the proposed scheme still enjoys the same global and fast local convergence properties. A preliminary imp...

A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization

We consider optimization problems with objective and constraint functions that may be nonconvex and nonsmooth. Problems of this type arise in important applications, many having solutions at points of nondifferentiability of the problem functions. We present a line search algorithm for situations when the objective and constraint functions are locally Lipschitz and continuously differentiable o...

A Feasible Trust-Region Sequential Quadratic Programming Algorithm

An algorithm for smooth nonlinear constrained optimization problems is described, in which a sequence of feasible iterates is generated by solving a trust-region sequential quadratic programming (SQP) subproblem at each iteration, and perturbing the resulting step to retain feasibility of each iterate. By retaining feasibility, the algorithm avoids several complications of other trust-region SQ...

The Sequential Quadratic Programming Method

Sequential (or Successive) Quadratic Programming (SQP) is a technique for the solution of Nonlinear Programming (NLP) problems. It is, as we shall see, an idealized concept, permitting and indeed necessitating many variations and modifications before becoming available as part of a reliable and efficient production computer code. In this monograph we trace the evolution of the SQP method throug...