• A submitted manuscript is the author's version of the article upon submission and before peer-review. There can be important differences between the submitted version and the official published version of record. People interested in the research are advised to contact the author for the final version of the publication, or visit the DOI to the publisher's website. • The final author version ...

In this research, a cost/benefit model is developed for supporting investment strategies about inventory and preventive maintenance in an imperfect production system. The effect of such investments on the return is expressed as a function of measurable variables. Using this model, the decision maker can decide whether investments in inventory and preventive maintenance are necessary and how muc...

A new method, the sequential subspace method (SSM), is developed for the problem of minimizing a quadratic over a sphere. In our scheme, the quadratic is minimized over a subspace which is adjusted in successive iterations to ensure convergence to an optimum. When a sequential quadratic programming iterate is included in the subspace, convergence is locally quadratic. Numerical comparisons with...

We propose and analyze a perturbed version of the classical Josephy-Newton method for solving generalized equations, and of the sequential quadratic programming method for optimization problems. This perturbed framework is convenient to treat in a unified way standard sequential quadratic programming, its stabilzed version [9, 2], sequential quadratically constrained quadratic programming [1, 4...

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...

A new quasi-Newton scheme for updating a low rank positive semi-definite Hessian approximation is described, primarily for use in sequential quadratic programming methods for nonlinear programming. Where possible the symmetric rank one update formula is used, but when this is not possible a new rank two update is used, which is not in the Broyden family, although invariance under linear transfo...

When we solve an ordinary nonlinear programming problem by the most and popular sequential quadratic programming (SQP) method, one of the difficulties that we must overcome is to ensure the consistence of its QP subproblems. In this paper, we develop a new SQP method which can assure that the QP subproblem at every iteration is consistent. One of the main techniques used in our method involves ...