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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 drastic reduction in the amount of computation required to generate a new iterate while the proposed scheme still enjoys the same global and fast… (More)

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 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)

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)

- Craig T Lawrence, Andr, L Tits

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)

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