An adjoint-based SQP algorithm with quasi-Newton Jacobian updates for inequality constrained optimization

We present a sequential quadratic programming (SQP) type algorithm, based on quasi-Newton approximations of Hessian and Jacobian matrices, which is suitable for the solution of general nonlinear programming problems involving equality and inequality constraints. In contrast to most existing SQP meth...

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Veröffentlicht in:	Optimization methods & software Jg. 25; H. 4; S. 531 - 552
Hauptverfasser:	Diehl, Moritz, Walther, Andrea, Bock, Hans Georg, Kostina, Ekaterina
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Abingdon Taylor & Francis 01.08.2010 Taylor & Francis Ltd
Schlagworte:	Algorithms automatic differentiation inequality constraints inexact newton methods nonlinear optimization Nonlinear programming quasi-newton updates sequential quadratic programming Studies
ISSN:	1055-6788, 1029-4937
Online-Zugang:	Volltext
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