Experiments with successive quadratic programming algorithms
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Publication:1090233
DOI10.1007/BF00939549zbMath0619.90056OpenAlexW1965826584MaRDI QIDQ1090233
Publication date: 1988
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00939549
Related Items (9)
SOME ASPECTS OF OPTIMUM DESIGN OF ELECTROMAGNETIC DEVICES ⋮ Performance of several nonlinear programming software packages on microcomputers. ⋮ Time-axis decomposition of large-scale optimal control problems ⋮ On quasi-solution to infeasible linear complementarity problem obtained by Lemke's method ⋮ An algorithm for the mixed-integer nonlinear bilevel programming problem ⋮ Unnamed Item ⋮ A decomposition technique for discrete time optimal control problems with an application to water resources management ⋮ A bilevel programming approach to determining tax credits for biofuel production ⋮ Equality and inequality constrained optimization algorithms with convergent stepsizes
Uses Software
Cites Work
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- A numerically stable dual method for solving strictly convex quadratic programs
- Revisions of constraint approximations in the successive QP method for nonlinear programming problems
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- An Improved Successive Linear Programming Algorithm
- The watchdog technique for forcing convergence in algorithms for constrained optimization
- A set of geometric programming test problems and their solutions
- Numerically stable methods for quadratic programming
- Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
- Large-scale linearly constrained optimization
- Algorithms for nonlinear constraints that use lagrangian functions
- Nonlinear Optimization by Successive Linear Programming
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