The sequential quadratic programming method

Roger Fletcher

    Research output: Chapter in Book/Report/Conference proceedingChapter

    30 Citations (Scopus)

    Abstract

    Sequential (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. In this monograph we trace the evolution of the SQP method through some important special cases of nonlinear programming, up to the most general form of problem. To fully understandthese developments it is important to have a thorough grasp of the underlying theoretical concepts, particularly in regard to optimality conditions. In this monograph we include a simple yet rigorous presentation of optimality conditions, which yet covers most cases of interest
    Original languageEnglish
    Title of host publicationNonlinear optimization
    EditorsJ.-M. Morel, F. Takens, B. Teissier
    Place of PublicationBerlin
    PublisherSpringer
    Pages165-214
    Number of pages50
    ISBN (Electronic)978-3-642-11339-0
    ISBN (Print)978-3-642-11338-3
    DOIs
    Publication statusPublished - 2010

    Publication series

    NameLecture notes in mathematics
    PublisherSpringer
    Volume1989
    ISSN (Print)0075-8434
    ISSN (Electronic)1617-9692

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