A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase

@inproceedings{Morales2008ASQ,
  title={A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase},
  author={Jos{\'e} Luis Morales and Jorge Nocedal and Yuchen Wu},
  year={2008}
}
A sequential quadratic programming (SQP) method is presented that aims to overcome some of the drawbacks of contemporary SQP methods. It avoids the difficulties associated with indefinite quadratic programming subproblems by defining this subproblem to be always convex. The novel feature of the approach is the addition of an equality constrained phase that promotes fast convergence and improves performance in the presence of ill conditioning. This equality constrained phase uses exact second… CONTINUE READING
Highly Cited
This paper has 35 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 23 extracted citations

An SQP Algorithm with Flexible Penalty Functions

2013 Sixth International Conference on Business Intelligence and Financial Engineering • 2013
View 10 Excerpts
Highly Influenced

References

Publications referenced by this paper.
Showing 1-10 of 38 references

Nonlinear programming without a penalty function

Math. Program. • 2002
View 5 Excerpts
Highly Influenced

Sequential Quadratic Programming

View 4 Excerpts
Highly Influenced

A Second Derivative SQP Method: Global Convergence

SIAM Journal on Optimization • 2010
View 4 Excerpts
Highly Influenced

Numerical Optimization

J. Nocedal, S. J. Wright
Springer Series in Operations Research. Springer, second edition, • 2006
View 3 Excerpts
Highly Influenced

SQPlab - A MATLAB software package for solving nonlinear optimization problems and optimal control problems

J. C. Gilbert
Technical Report Version 0.4.1, INRIA, • 2007
View 1 Excerpt

Similar Papers

Loading similar papers…