An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix

DOI10.1007/s12532-016-0101-2zbMath1391.90575OpenAlexW2335571449WikidataQ59309657 ScholiaQ59309657MaRDI QIDQ1694296

Christian Kirches, Andreas Wächter, Sebastian Sager, Dennis Janka

Publication date: 1 February 2018

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-016-0101-2

zbMATH Keywords

sequential quadratic programmingquasi-Newtonoptimum experimental designdirect methods for optimal control

Mathematics Subject Classification ID

Nonlinear programming (90C30) Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items (6)

Recent advances in quadratic programming algorithms for nonlinear model predictive control ⋮ A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization ⋮ An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems ⋮ CasADi: a software framework for nonlinear optimization and optimal control ⋮ blockSQP ⋮ Adjoint-based SQP method with block-wise quasi-Newton Jacobian updates for nonlinear optimal control

Uses Software

• LANCELOT
• LAPACK
• MA57
• ADIFOR
• VPLAN
• QPA
• Ipopt
• qpOASES
• ve08
• COPS

Cites Work

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