An adjoint-based SQP algorithm with quasi-Newton Jacobian updates for inequality constrained optimization

DOI10.1080/10556780903027500zbMath1197.49034OpenAlexW2080861183MaRDI QIDQ3161129

Hans Georg Bock, Andrea Walther, Moritz Diehl, Ekaterina Kostina

Publication date: 12 October 2010

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780903027500

zbMATH Keywords

inexact Newton methodssequential quadratic programmingnonlinear optimizationautomatic differentiationinequality constraintsquasi-Newton updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical methods based on necessary conditions (49M05) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37) Linear-quadratic optimal control problems (49N10)

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Uses Software

• Ipopt

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