Implementation of a robust SQP algorithm

This paper presents an implementation of a sequential quadratic programming (SQP) algorithm for the solution of nonlinear programming (NLP) problems. In the proposed algorithm, a solution to the NLP problem is found by minimizing the L 1 exact penalty function. The search direction for the penalty f...

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Bibliographic Details

Published in:	Optimization methods & software Vol. 23; no. 6; pp. 827 - 846
Main Author:	Fabien, Brian C.
Format:	Journal Article
Language:	English
Published:	Taylor & Francis 01.12.2008
Subjects:	90-04 computer code nonlinear programming problem sequential quadratic programming
ISSN:	1055-6788, 1029-4937
Online Access:	Get full text
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