An active set sequential quadratic programming algorithm for nonlinear optimisation
نویسندگان
چکیده
منابع مشابه
A Simplex-active-set Algorithm for Piecewise Quadratic Programming
An algorithm for monotropic piecewise quadratic programming is developed. It converges to an exact solution in finitely many iterations and can be thought of as an extension of the simplex method for convex programming and the active set method for quadratic programming. Computational results show that solving a piecewise quadratic program is not much harder than solving a quadratic program of ...
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of the Dissertation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi
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ژورنال
عنوان ژورنال: Bulletin of the Australian Mathematical Society
سال: 2006
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972700035577