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Principles of Sequential Quadratic Programming Methods for Solving Nonlinear Programs

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Computational Mathematical Programming

Part of the book series: NATO ASI Series ((NATO ASI F,volume 15))

Abstract

In this paper it is tried to describe to some extent the theoretical background and several practical aspects of sequential quadratic programming (S.QP) methods for solving the following standard problem

$$\matrix{ {\left( {\rm{p}} \right)\min {\rm{f}}\left( {\rm{x}} \right)} \cr {{\rm{x}} \in {{\rm{R}}^{\rm{n}}}:{{\rm{g}}_{\rm{j}}}\left( {\rm{x}} \right) \le {\rm{0, j = 1,2, \ldots ,mi}}} \cr {{\rm{ }}{{\rm{g}}_{\rm{j}}}\left( {\rm{x}} \right) = {\rm{0, j = mi + 1, \ldots ,m,}}} \cr }$$

Where f,gj ∈ C2 (Rn).

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Authors and Affiliations

  1. Institut für Angewandte Mathematik und Statistik, Universität Würzburg Am Hubland, D-8700, Würzburg, Germany

    J. Stoer

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  1. J. Stoer
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  1. Institut für Informatik, Universität Stuttgart, Azenbergstraße 12, 7000, Stuttgart 1, Federal Republic of Germany

    Klaus Schittkowski

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Stoer, J. (1985). Principles of Sequential Quadratic Programming Methods for Solving Nonlinear Programs. In: Schittkowski, K. (eds) Computational Mathematical Programming. NATO ASI Series, vol 15. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-82450-0_6

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  • DOI: https://doi.org/10.1007/978-3-642-82450-0_6

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-82452-4

  • Online ISBN: 978-3-642-82450-0

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