Abstract
This paper describes some of the important issues of numerical analysis in implementing a sequential quadratic programming method for nonlinearly constrained optimization. We consider the separate treatment of linear constraints, design of a specialized quadratic programming algorithm, and control of ill-conditioning. The results of applying the method to two specific examples are analyzed in detail.
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Gill, P.E., Murray, W., Saunders, M.A., Wright, M.H. (1986). Considerations of numerical analysis in a sequential quadratic programming method. In: Hennart, JP. (eds) Numerical Analysis. Lecture Notes in Mathematics, vol 1230. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072670
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DOI: https://doi.org/10.1007/BFb0072670
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