Results 261 to 270 of about 4,477 (306)

Sequential, Quadratic Constrained, Quadratic Programming for General Nonlinear Programming

2000
A 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 and Congestion Management

Electrical Engineering (Archiv fur Elektrotechnik), 2001
This paper presents a basic idea for a congestion management system based on an optimal power flow using the sequential quadratic programming method under the consideration of FACTS-devices. The potential for using this congestion management system in the deregulated market is discussed.
J�rg Brosda, Edmund Handschin
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A robust sequential quadratic programming method

Mathematical Programming, 1989
The authors propose a modification of the SQP-approach for solving nonlinear programming problems. It is well-known that in the classical approach developed by Wilson, Han and Powell the quadratic subproblems can be infeasible. To overcome this drawback such QP-subproblems are defined, in which the right-hand vector of the constraints ensures ...
Burke, J. V., Han, S.-P.
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A sparse sequential quadratic programming algorithm

Journal of Optimization Theory and Applications, 1989
Described 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 with Penalization of the Displacement

SIAM Journal on Optimization, 1995
Summary: We study the convergence of a sequential quadratic programming algorithm for the nonlinear programming problem. The Hessian of the quadratic program is the sum of an approximation of the Lagrangian and of a multiple of the identity that allows us to penalize the displacement.
Bonnans, J. F., Launay, G.
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Sequential quadratic programming and modified lagrange functions

Cybernetics and Systems Analysis, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Sequential Quadratic Programming (SQP)

2017
SQP 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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Sequential Quadratic Programming Methods for Nonlinear Programming

1984
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).
Philip E. Gill, Walter Murray, Michael A. Saunders, Margaret H. Wright   +3 more
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A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization

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.
Fukushima, Masao, Luo, Zhi-Quan, Tseng, Paul   +2 more
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Sequential quadratic programming for non‐linear elastic contact problems

International Journal for Numerical Methods in Engineering, 1995
AbstractThe physical problem considered in this paper is that of a non‐linear elastic body being indented by a rigid punch. The treatment is based on finite element discretization and sequential quadratic programming (SQP). The finite element formulation is obtained through a variational formulation, which generalizes to frictionless contact a three ...
Björkman, Gunnar, Klarbring, Anders, Sjödin, Björn, Larsson, Torbjörn, Rönnqvist, Mikael   +4 more
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