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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

Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm (BSA) and… 
2007
2007
In this paper a new methodology is proposed to solve the optimal Distributed Generation (DG) sizing problem. The main feature of… 
2002
2002
In this paper we discuss the application of the stabilized SQP method with constraint identification (sSQPa) recently proposed by… 
2002
2002
Line search methods for nonlinear programming using Fletcher and Leyffer’s filter method, which replaces the traditional merit… 
1999
1999
We address the nonlinearly constrained optimization problem: to find a local minimizer for an objective function subject to… 
1997
1997
The paper traces the steps in the development of the SQP algorithm, describing approaches used to deal with issues such as… 
1995
1995
  • H. JägerE. Sachs
  • 1995
  • Corpus ID: 32101094
In this paper we consider infinite dimensional optimization problems with equality constraints. The basic underlying algorithm is… 
1993
1993
One of the most effective numerical techniques for the solution of trajectory optimization and optimal control problems is the… 
1991
1991
We analyze the method of sequential quadratic programming for equality constrained minimization problems in Hilbert spaces of… 
Highly Cited
1987
Highly Cited
1987
Abstract : In applying active-set methods to sparse quadratic programs, it is desirable to utilize existing sparse-matrix…