Sequential Quadratic Programming Methods
Authors:
- 1 January 2011
- book chapter
- Published by Wiley
Abstract
We present a brief review on one of the most powerful methods for solving smooth constrained nonlinear optimization problems, the so‐called sequential quadratic programming (SQP) method. Started during the late 1970s, global and local convergence theorems were proved and efficient codes released. Today, SQP algorithms are the standard tool in academia and industry to solve highly complex application problems.Keywords
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