A trust region SQP algorithm for mixed-integer nonlinear programming

MISQP: A Fortran Subroutine of a Trust Region SQP Algorithm for Mixed-Integer Nonlinear Programming

The Fortran subroutine MISQP solves mixed-integer nonlinear programming problems by a modified sequential quadratic programming (SQP) method. Under the assumption that integer variables have a smooth influence on the model functions, i.e., that function values do not change drastically when inor decrementing an integer value, successive quadratic approximations are applied. The algorithm is sta...

MISQP : A Fortran Subroutine of a Trust Region SQP Algorithm for Mixed - Integer Nonlinear Programming 1 - User ’ s Guide

The Fortran subroutine MISQP solves mixed-integer nonlinear programming problems by a modified sequential quadratic programming (SQP) method. Under the assumption that integer variables have a smooth influence on the model functions, i.e., that function values do not change drastically when inor decrementing an integer value, successive quadratic approximations are applied. The algorithm is sta...

A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization

We present numerical results of a comparative study of codes for nonlinear and nonconvex mixed-integer optimization. The underlying algorithms are based on sequential quadratic programming (SQP) with stabilization by trust-regions, linear outer approximations, and branch-and-bound techniques. Themixed-integer quadratic programming subproblems are solved by a branch-and-cut algorithm. Second ord...

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...

Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming