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Sequential quadratic programming

Known as: SQP 
Sequential quadratic programming (SQP) is an iterative method for nonlinear optimization. SQP methods are used on mathematical problems for which the… 
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Papers overview

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Highly Cited
2013
Highly Cited
2013
This paper proposes an investment cost recovery based efficient and reliable optimization approach to optimal allocation of… 
2010
2010
In robotic applications the absolute pose is often obtained as the integral of successive relative rigid-body motions. As each… 
2008
2008
A new model for variable speed limit in freeway work zone was presented. Model predictive control was applied to optimizing… 
2007
2007
In this paper a new methodology is proposed to solve the optimal Distributed Generation (DG) sizing problem. The main feature of… 
2006
2006
Reliability methods are probabilistic algorithms for quantifying the efiect of uncertainties in simulation input on response… 
1999
1999
We address the nonlinearly constrained optimization problem: to find a local minimizer for an objective function subject to… 
1993
1993
One of the most effective numerical techniques for the solution of trajectory optimization and optimal control problems is the… 
Highly Cited
1987
Highly Cited
1987
Abstract : In applying active-set methods to sparse quadratic programs, it is desirable to utilize existing sparse-matrix…