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