A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm (2001)
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| Venue: | SIAM Journal on Optimization |
| Citations: | 17 - 0 self |
BibTeX
@ARTICLE{Lawrence01acomputationally,
author = {Craig T. Lawrence and André L. Tits},
title = {A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm},
journal = {SIAM Journal on Optimization},
year = {2001},
volume = {11},
pages = {1092--1118}
}
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Abstract
. 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 implementation has been tested and some promising numerical results are reported. Key words. sequential quadratic programming, SQP, feasible iterates, feasible SQP, FSQP AMS subject classifications. 49M37, 65K05, 65K10, 90C30, 90C53 PII. S1052623498344562 1.
