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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.
2018
2018
Sequential quadratic programming enhanced backtracking search algorithm
Wenting Zhao
,
Lijin Wang
,
Yilong Yin
,
Bingqing Wang
,
Yuchun Tang
Frontiers of Computer Science
2018
Corpus ID: 4566848
In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm (BSA) and…
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2010
2010
Portfolio adjusting optimization under credibility measures
Xili Zhang
,
Wei-guo Zhang
,
Ruichu Cai
Journal of Computational and Applied Mathematics
2010
Corpus ID: 32759534
Highly Cited
2009
Highly Cited
2009
Differential Evolution with Self-adaptation and Local Search for Constrained Multiobjective Optimization
A. Zamuda
,
J. Brest
,
B. Bošković
,
V. Zumer
IEEE Congress on Evolutionary Computation
2009
Corpus ID: 18922793
This paper presents Differential Evolution with Self-adaptation and Local Search for Constrained Multiobjective Optimization…
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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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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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Highly Cited
1992
Highly Cited
1992
An outer-approximation method for multiperiod design optimization
D. K. Varvarezos
,
I. Grossmann
,
L. Biegler
1992
Corpus ID: 3965238
We address the development of an efficient optimization method for convex nonlinear and mixed-integer nonlinear multiperiod…
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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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