SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
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Publication:5317148
DOI10.1137/S0036144504446096zbMath1210.90176MaRDI QIDQ5317148
Michael A. Saunders, Walter Murray, Philip E. Gill
Publication date: 16 September 2005
Published in: SIAM Review (Search for Journal in Brave)
large-scale optimizationsequential quadratic programmingnonlinear programmingquasi-Newton methodsnonlinear inequality constraintslimited-memory methods
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for optimal control problems involving partial differential equations (49J20) Direct numerical methods for linear systems and matrix inversion (65F05) Methods of successive quadratic programming type (90C55)
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