Sequential Quadratic Programming
Methods
K. Schittkowski,
Ya-xiang Yuan, Wiley Encyclopedia of Operations
Research and Management Science
(2011)
Abstract:
We present a brief review on the most powerful algorithm ever invented for
solving smooth constrained nonlinear optimization problems, the so-called
sequential quadratic programming (SQP) method. Starting during the late 70's,
global and local convergence theorems were proved and efficient codes released.
Today, SQP methods are the standard tool in academia and industry to solve
highly complex application problems.
To download a preprint, click here: SQP_review.pdf