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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… 
Highly Cited
2009
Highly Cited
2009
This paper presents Differential Evolution with Self-adaptation and Local Search for Constrained Multiobjective Optimization… 
2007
2007
In this paper a new methodology is proposed to solve the optimal Distributed Generation (DG) sizing problem. The main feature of… 
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
1992
Highly Cited
1992
We address the development of an efficient optimization method for convex nonlinear and mixed-integer nonlinear multiperiod… 
Highly Cited
1987
Highly Cited
1987
Abstract : In applying active-set methods to sparse quadratic programs, it is desirable to utilize existing sparse-matrix…