## Trust-Region Interior-Point SQP Algorithms For A Class Of Nonlinear Programming Problems (1997)

Venue: | SIAM J. CONTROL OPTIM |

Citations: | 35 - 8 self |

### BibTeX

@ARTICLE{Dennis97trust-regioninterior-point,

author = {J. E. Dennis and Matthias Heinkenschloss and Luis N. Vicente},

title = {Trust-Region Interior-Point SQP Algorithms For A Class Of Nonlinear Programming Problems},

journal = {SIAM J. CONTROL OPTIM},

year = {1997},

volume = {36},

pages = {1750--1794}

}

### OpenURL

### Abstract

In this paper a family of trust-region interior-point SQP algorithms for the solution of a class of minimization problems with nonlinear equality constraints and simple bounds on some of the variables is described and analyzed. Such nonlinear programs arise e.g. from the discretization of optimal control problems. The algorithms treat states and controls as independent variables. They are designed to take advantage of the structure of the problem. In particular they do not rely on matrix factorizations of the linearized constraints, but use solutions of the linearized state equation and the adjoint equation. They are well suited for large scale problems arising from optimal control problems governed by partial differential equations. The algorithms keep strict feasibility with respect to the bound constraints by using an affine scaling method proposed for a different class of problems by Coleman and Li and they exploit trust--region techniques for equality-constrained optimizatio...