Results 221 to 230 of about 3,986 (259)
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SIAM Journal on Optimization, 2003
The paper presents a sequential quadratically constrained quadratic prpgramming (SQCQP) method for solving smooth convex programs. The SQCQP method solves at each iteration a subproblem that involves convex quadratic inequality constraints and a convex quadratic objective function. This subproblem is formulated as a second-order cone program.
Masao Fukushima +2 more
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The paper presents a sequential quadratically constrained quadratic prpgramming (SQCQP) method for solving smooth convex programs. The SQCQP method solves at each iteration a subproblem that involves convex quadratic inequality constraints and a convex quadratic objective function. This subproblem is formulated as a second-order cone program.
Masao Fukushima +2 more
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Sequential, Quadratic Constrained, Quadratic Programming for General Nonlinear Programming
2000A proven approach for unconstrained minimization of a function, f(x), x ∈ ℜ n , is to build and solve a quadratic model at a local estimate x (k) i.e. apply the trust region method. In this paper we propose a direct extension of this modeling approach to constrained minimization.
Serge Kruk, Henry Wolkowicz
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Sequential Quadratic Programming Based on IPM for Constrained Nonlinear Programming
2008 Eighth International Conference on Intelligent Systems Design and Applications, 2008The field of constrained nonlinear programming (NLP) has been principally challenging to various gradient based optimization techniques. The sequential quadratic programming algorithm (SQP) that uses active set strategy in solving quadratic programming (QP) subproblems proves to be efficient in locating the points of local optima.
Ximing Liang +2 more
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Application of sequential quadratic programming software program to an actual problem
Mathematical Programming, 1991zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M. Tamura, Y. Kobayashi
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GPU Accelerated Sequential Quadratic Programming
2017 16th International Symposium on Distributed Computing and Applications to Business, Engineering and Science (DCABES), 2017Nonlinear optimization problems arise in all industries. Accelerating optimization solvers is desirable. Efforts have been made to accelerate interior point methods for large scale problems. However, since the interior point algorithm used requires many function evaluations, the acceleration of the algorithm becomes less beneficial.
Xiukun Hu +3 more
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The Sequential Quadratic Programming Method
2010Sequential (or Successive) Quadratic Programming (SQP) is a technique for the solution of Nonlinear Programming (NLP)problems. It is, as we shall see, an idealized concept, permitting and indeed necessitating many variations and modifications before becoming available as part of a reliable andefficient production computer code.
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Sequential Quadratic Programming Methods for Nonlinear Programming
1984Sequential 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).
Philip E. Gill +3 more
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Sequential Quadratic Programming (SQP)
2017SQP is an active-set method. In this chapter we consider both the equality-constrained and the inequality-constrained sequential quadratic programming.
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A sparse sequential quadratic programming algorithm
Journal of Optimization Theory and Applications, 1989Described here is the structure and theory for a sequential quadratic programming algorithm for solving sparse nonlinear optimization problems. Also provided are the details of a computer implementation of the algorithm along with test results. The algorithm maintains a sparse approximation to the Cholesky factor of the Hessian of the Lagrangian.
Nickel, R. H., Tolle, J. W.
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Sequential quadratic programming and modified lagrange functions
Cybernetics and Systems Analysis, 1994zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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