A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm

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dc.contributor.authorLawrence, Craig T.en_US
dc.contributor.authorTits, A.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T10:05:53Z
dc.date.available2007-05-23T10:05:53Z
dc.date.issued1998en_US
dc.description.abstractA Sequential Quadratic Programming (SQP) algorithm generatingfeasible iterates is described and analyzed.What distinguishes this algorithm from previous feasible SQP algorithms proposed by various authors is a drastic reduction in the amountof computation required to generate a new iteratewhile the proposed scheme still enjoys the same global and fast local convergence properties.A preliminary implementation has been tested and somepromising numerical results are reported.en_US
dc.format.extent470371 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5956
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1998-46en_US
dc.subjectoptimizationen_US
dc.subjectalgorithmsen_US
dc.subjectoptimizationen_US
dc.subjectnumerical optimizationen_US
dc.subjectfeasible iteratesen_US
dc.subjectsequential quadratic programmingen_US
dc.subjectIntelligent Control Systemsen_US
dc.titleA Computationally Efficient Feasible Sequential Quadratic Programming Algorithmen_US
dc.typeTechnical Reporten_US

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