A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm

A sequential quadratic programming (SQP) algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from previous feasible SQP algorithms proposed by various authors is a reduction in the amount of computation required to generate a new iterate while the prop...

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Bibliographic Details
Published in:	SIAM journal on optimization Vol. 11; no. 4; pp. 1092 - 1118
Main Authors:	Lawrence, Craig T., Tits, André L.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2001
Subjects:	Algorithms Lagrange multiplier Quadratic programming
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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