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SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

โœ Scribed by Gill, Philip E.; Murray, Walter; Saunders, Michael A.


Book ID
121189751
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
696 KB
Volume
47
Category
Article
ISSN
0036-1445

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An efficient feasible SQP algorithm for
โœ Zhibin Zhu; Jinbao Jian ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 454 KB

In this paper, an efficient feasible SQP method is proposed to solve nonlinear inequality constrained optimization problems. Here, a new modified method is presented to obtain the revised feasible descent direction. Per single iteration, it is only necessary to solve one QP subproblem and a system o