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- Craig T. Lawrence, André L. Tits
- SIAM Journal on Optimization
- 1998

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… (More)

- André L. Tits, Andreas Wächter, Sasan Bakhtiari, Thomas J. Urban, Craig T. Lawrence
- SIAM Journal on Optimization
- 2003

applies and teaches advanced methodologies of design and analysis to solve complex, hierarchical, heterogeneous and dynamic problems of engineering technology and systems for industry and government. Abstract An exact-penalty-function-based scheme—inspired from an old idea due to Mayne and Polak (Math. Prog., vol. 11, 1976, pp. 67–80)—is proposed for… (More)

A simple scheme is proposed for handling nonlinear equality constraints in the context of a previously introduced sequential quadratic programming (SQP) algorithm for inequality constrained problems, generating iterates satisfying the constraints. The key is an idea due to Mayne and Polak (Math. Progr., vol. 11, pp. 67{80, 1976) by which nonlinear equality… (More)

- Craig T Lawrence, Andr, L Tits
- 1998

A Sequential Quadratic Programming algorithm designed to eeciently solve nonlinear optimization problems with many inequality constraints, e.g. problems arising from nely discretized Semi-Innnite Programming, is described and analyzed. The key features of the algorithm are (i) that only a few of the constraints are used in the QP sub-problems at each… (More)

- CONVERGENCE PROPERTIES, ANDRÉ L. TITS, SASAN BAKHTIARI, THOMAS J. URBAN, CRAIG T. LAWRENCE
- 2002

An exact-penalty-function-based scheme—inspired from an old idea due to Mayne and Polak [Math. Program., 11 (1976), pp. 67–80]—is proposed for extending to general smooth constrained optimization problems any given feasible interior-point method for inequality constrained problems. It is shown that the primal-dual interior-point framework allows for a… (More)

It is observed that an algorithm proposed in the 1980s for the solution of nonconvex constrained optimization problems is in fact a primal-dual logarithmic barrier interior-point method closely related to methods under current investigation in the research community. Its main distinguishing features are judicious selection and update of the multiple barrier… (More)

- Craig T. Lawrence, André L. Tits, Paul Van Dooren
- Automatica
- 2000

A fast algorithm for the computation of the optimally frequency-dependent scaled H 1-norm of a nite dimensional LTI system is presented. It is well known that this quantity is an upper bound to the \-norm"; furthermore, it was recently shown to play a special role in the context of slowly time-varying uncertainty. Numerical experimentation suggests that the… (More)

applies and teaches advanced methodologies of design and analysis to solve complex, hierarchical, heterogeneous and dynamic problems of engineering technology and systems for industry and government. Abstract A Sequential Quadratic Programming SQP algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from… (More)

applies and teaches advanced methodologies of design and analysis to solve complex, hierarchical, heterogeneous and dynamic problems of engineering technology and systems for industry and government. Abstract A scheme|inspired from an old idea due to Mayne and Polak Math. Prog., vol. 11, 1976, pp. 67780|is proposed for extending to general smooth… (More)

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