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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Vydané v:	Optimization methods & software Ročník 25; číslo 4; s. 531 - 552
Hlavní autori:	Diehl, Moritz, Walther, Andrea, Bock, Hans Georg, Kostina, Ekaterina
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Abingdon Taylor & Francis 01.08.2010 Taylor & Francis Ltd
Predmet:	Algorithms automatic differentiation inequality constraints inexact newton methods nonlinear optimization Nonlinear programming quasi-newton updates sequential quadratic programming Studies
ISSN:	1055-6788, 1029-4937
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