Accession Number : ADA267216
Title : A Sequential Quadratic Programming Algorithm Using An Incomplete Solution of the Subproblem
Corporate Author : STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Murray, Walter ; Prieto, Francisco J.
Full Text : http://www.dtic.mil/get-tr-doc/pdf?AD=ADA267216
Report Date : MAY 1993
Pagination or Media Count : 56
Abstract : We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimization problems that are more flexible in their definition than standard SQP methods. The type of flexibility introduced is motivated by the necessity to deviate from the standard approach when solving large problems. Specifically we no longer require a minimizer of the QP subproblem to be determined or particular Lagrange multiplier estimates to be used. Our main focus is on an SQP algorithm that uses a particular augmented Lagrangian merit function. New results are derived for this algorithm under weaker conditions than previously assumed; in particular, it is not assumed that the iterates lie on a compact set.
Descriptors : *QUADRATIC PROGRAMMING , ALGORITHMS , OPTIMIZATION , COMPUTER PROGRAMMING , NONLINEAR PROGRAMMING , STANDARDS , PROBLEM SOLVING , ESTIMATES
Subject Categories : OPERATIONS RESEARCH
Distribution Statement : APPROVED FOR PUBLIC RELEASE