SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR NONLINEAR PROGRAMMING.

Philip E. Gill, Walter Murray, Michael A. Saunders, Margaret Wright

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Sequential quadratic programming (SQP) methods are among the most effective techniques known today for solving nonlinearly constrained optimization problems. This paper presents an overview of SQP methods based on a quasi-Newton approximation to the Hessian of the Lagrangian function (or an augmented Lagrangian function). We briefly describe some of the issues in the formulation of SQP methods, including the form of the subproblem and the choice of merit function. We conclude with a list of available SQP software.

Original languageEnglish (US)
Title of host publicationNATO ASI Series, Series F: Computer and Systems Sciences
EditorsEdward J. Haug
PublisherSpringer-Verlag
Pages679-700
Number of pages22
Volume9
ISBN (Print)3540128875
StatePublished - 1984

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Quadratic programming
Nonlinear programming
Constrained optimization

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Gill, P. E., Murray, W., Saunders, M. A., & Wright, M. (1984). SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR NONLINEAR PROGRAMMING. In E. J. Haug (Ed.), NATO ASI Series, Series F: Computer and Systems Sciences (Vol. 9, pp. 679-700). Springer-Verlag.

SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR NONLINEAR PROGRAMMING. / Gill, Philip E.; Murray, Walter; Saunders, Michael A.; Wright, Margaret.

NATO ASI Series, Series F: Computer and Systems Sciences. ed. / Edward J. Haug. Vol. 9 Springer-Verlag, 1984. p. 679-700.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Gill, PE, Murray, W, Saunders, MA & Wright, M 1984, SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR NONLINEAR PROGRAMMING. in EJ Haug (ed.), NATO ASI Series, Series F: Computer and Systems Sciences. vol. 9, Springer-Verlag, pp. 679-700.
Gill PE, Murray W, Saunders MA, Wright M. SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR NONLINEAR PROGRAMMING. In Haug EJ, editor, NATO ASI Series, Series F: Computer and Systems Sciences. Vol. 9. Springer-Verlag. 1984. p. 679-700
Gill, Philip E. ; Murray, Walter ; Saunders, Michael A. ; Wright, Margaret. / SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR NONLINEAR PROGRAMMING. NATO ASI Series, Series F: Computer and Systems Sciences. editor / Edward J. Haug. Vol. 9 Springer-Verlag, 1984. pp. 679-700
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