Some issues in implementing a sequential quadratic programming algorithm
Published in ACM SIGNUM Newsletter • Apr 1, 1985
NobleIDNI2P74W93R56S70
Authors:,,
Philip E. Gill
Walter Murray
Michael A. Saunders
Abstract
In this note, we consider two of the major issues that have arisen in implementing a sequential quadratic programming (SQP) method for nonlinearly constrained optimization problems (the code NPSOL; Gill et al. , 1983). The problem of concern is assumed to be of the form[EQUATION]where F(x) is a smoo...
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