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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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Related topics
Related topics
21 relations
Active set method
Augmented Lagrangian method
GNU Octave
Interior point method
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2013
Highly Cited
2013
An Efficient Approach for Optimal Allocation and Parameters Determination of TCSC With Investment Cost Recovery Under Competitive Power Market
P. Tiwari
,
Y. Sood
IEEE Transactions on Power Systems
2013
Corpus ID: 22808719
This paper proposes an investment cost recovery based efficient and reliable optimization approach to optimal allocation of…
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2010
2010
Efficient trajectory bending with applications to loop closure
Gijs Dubbelman
,
I. Esteban
,
K. Schutte
IEEE/RSJ International Conference on Intelligent…
2010
Corpus ID: 2159610
In robotic applications the absolute pose is often obtained as the integral of successive relative rigid-body motions. As each…
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2008
2008
Model predictive control for variable speed limit in freeway work zone
Long Ke-jun
,
Meiping Yun
,
Jianlong Zheng
,
Xiaoguang Yang
Cybersecurity and Cyberforensics Conference
2008
Corpus ID: 37943472
A new model for variable speed limit in freeway work zone was presented. Model predictive control was applied to optimizing…
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2007
2007
Optimal Distribution Generation Sizing via Fast Sequential Quadratic Programming
M. F. AlHajri
,
M. El-Hawary
Large Engineering Systems Conference on Power…
2007
Corpus ID: 21948720
In this paper a new methodology is proposed to solve the optimal Distributed Generation (DG) sizing problem. The main feature of…
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2006
2006
Second-Order Reliability Formulations in DAKOTA/UQ
M. Eldred
,
B. Bichon
2006
Corpus ID: 121908111
Reliability methods are probabilistic algorithms for quantifying the efiect of uncertainties in simulation input on response…
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1999
1999
Sequential quadratic programming methods based on indefinite Hessian approximations
W. Murray
,
Meredith J. Goldsmith
1999
Corpus ID: 125071424
We address the nonlinearly constrained optimization problem: to find a local minimizer for an objective function subject to…
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1999
1999
Interior point SQP strategies for large-scale, structured process optimization problems
J. S. Albuquerque
,
V. Gopal
,
George H. Staus
,
L. Biegler
,
B. Ydstie
1999
Corpus ID: 17795602
1993
1993
Trajectory Optimization Using Sparse Sequential Quadratic Programming
J. Betts
1993
Corpus ID: 115621240
One of the most effective numerical techniques for the solution of trajectory optimization and optimal control problems is the…
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1990
1990
A constrained pseudo-newton control strategy for nonlinear systems
W. Li
,
L. Biegler
,
C. Economou
,
M. Morari
1990
Corpus ID: 41775506
Highly Cited
1987
Highly Cited
1987
A Schur-complement method for sparse quadratic programming
P. Gill
,
W. Murray
,
M. Saunders
,
M. H. Wright
1987
Corpus ID: 16610729
Abstract : In applying active-set methods to sparse quadratic programs, it is desirable to utilize existing sparse-matrix…
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