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25
SNOPT: An SQP Algorithm For LargeScale Constrained Optimization
, 2002
"... Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first deriv ..."
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Cited by 586 (23 self)
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Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first derivatives are available, and that the constraint gradients are sparse. We discuss
Sequential Quadratic Programming
, 1995
"... this paper we examine the underlying ideas of the SQP method and the theory that establishes it as a framework from which effective algorithms can ..."
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Cited by 164 (4 self)
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this paper we examine the underlying ideas of the SQP method and the theory that establishes it as a framework from which effective algorithms can
A New Trust Region Algorithm For Equality Constrained Optimization
, 1995
"... . We present a new trust region algorithm for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level sets. The algorithm employs L 2 penalty functions for obtaining global ..."
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Cited by 70 (7 self)
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. We present a new trust region algorithm for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level sets. The algorithm employs L 2 penalty functions for obtaining global convergence. Under certain assumptions we prove that this algorithm globally converges to a point satisfying the second order necessary optimality conditions; the local convergence rate is quadratic. Results of preliminary numerical experiments are presented. 1. Introduction. We consider the equality constrained optimization problem minimize f(x) subject to c(x) = 0 (1:1) where x 2 ! n and f : ! n ! !, and c : ! n ! ! m are smooth nonlinear functions. Problem (1.1) is often solved by successive quadratic programming (SQP) methods. At a current point x k 2 ! n , SQP methods determine a search direction d k by solving a quadratic programming problem minimize rf(x k ) T d + 1 2 ...
A Sqp Method For General Nonlinear Programs Using Only Equality Constrained Subproblems
 MATHEMATICAL PROGRAMMING
, 1993
"... In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version [34] it is much simpler to implement and allows any kind of changes of the working s ..."
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Cited by 69 (2 self)
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In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version [34] it is much simpler to implement and allows any kind of changes of the working set in every step. Our method relies on a strong regularity condition. As far as it is applicable the new approach is superior to conventional SQPmethods, as demonstrated by extensive numerical tests.
A reduced Hessian method for largescale constrained optimization
 SIAM JOURNAL ON OPTIMIZATION
, 1995
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A sequential quadratic programming algorithm using an incomplete solution of the subproblem
 SIAM Journal of Optimization
, 1995
"... Ary opinions, findings, and conclusions or recommendations expressed in this publication are those of the authors and do NOT necessarily reflect the views of the above sponsors. ..."
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Cited by 30 (2 self)
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Ary opinions, findings, and conclusions or recommendations expressed in this publication are those of the authors and do NOT necessarily reflect the views of the above sponsors.
Formulation and Analysis of a Sequential Quadratic Programming Method for the Optimal Dirichlet Boundary Control of NavierStokes Flow
, 1997
"... The optimal boundary control of NavierStokes flow is formulated as a constrained optimization problem and a sequential quadratic programming (SQP) approach is studied for its solution. Since SQP methods treat states and controls as independent variables and do not insist on satisfying the constrai ..."
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Cited by 18 (1 self)
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The optimal boundary control of NavierStokes flow is formulated as a constrained optimization problem and a sequential quadratic programming (SQP) approach is studied for its solution. Since SQP methods treat states and controls as independent variables and do not insist on satisfying the constraints during the iterations, care must be taken to avoid a possible incompatibility of Dirichlet boundary conditions and incompressibility constraint. In this paper, compatibility is enforced by choosing appropriate function spaces. The resulting optimization problem is analyzed. Differentiability of the constraints and surjectivity of linearized constraints are verified and adjoints are computed. An SQP method is applied to the optimization problem and compared with other approaches.
Inexact SQP methods for equality constrained optimization
 SIAM J. Opt
"... Abstract. We present an algorithm for largescale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that can ensure global convergence. Inexact SQP methods are needed for largescale applications for which the iterati ..."
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Cited by 14 (6 self)
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Abstract. We present an algorithm for largescale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that can ensure global convergence. Inexact SQP methods are needed for largescale applications for which the iteration matrix cannot be explicitly formed or factored and the arising linear systems must be solved using iterative linear algebra techniques. We address how to determine when a given inexact step makes sufficient progress toward a solution of the nonlinear program, as measured by an exact penalty function. The method is globalized by a line search. An analysis of the global convergence properties of the algorithm and numerical results are presented. Key words. largescale optimization, constrained optimization, sequential quadratic programming, inexact linear system solvers, Krylov subspace methods AMS subject classifications. 49M37, 65K05, 90C06, 90C30, 90C55 1. Introduction. In
Methods for nonlinear constraints in optimization calculations
 THE STATE OF THE ART IN NUMERICAL ANALYSIS
, 1996
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Flexible Penalty Functions for Nonlinear Constrained Optimization
, 2007
"... We propose a globalization strategy for nonlinear constrained optimization. The method employs a “flexible” penalty function to promote convergence, where during each iteration the penalty parameter can be chosen as any number within a prescribed interval, rather than a fixed value. This increased f ..."
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Cited by 8 (1 self)
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We propose a globalization strategy for nonlinear constrained optimization. The method employs a “flexible” penalty function to promote convergence, where during each iteration the penalty parameter can be chosen as any number within a prescribed interval, rather than a fixed value. This increased flexibility in the step acceptance procedure is designed to promote long productive steps for fast convergence. An analysis of the global convergence properties of the approach in the context of a line search Sequential Quadratic Programming method and numerical results for the KNITRO software package are presented.