Skip to main content

Feasible Sequential Quadratic Programming

FSQP

  • Reference work entry

Article Outline

Keywords

Main Ideas

Algorithms

Applications

See also

References

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   2,500.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD   2,499.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  1. Birge J, Qi L, Wei Z (2000) A variant of the Topkis–Veinott method for solving inequality constrained optimization problems. J Appl Math Optim 41:309–330

    Article  MathSciNet  MATH  Google Scholar 

  2. Bonnans JF, Panier ER, Tits AL, Zhou JL (Aug. 1992) Avoiding the Maratos effect by means of a nonmonotone line search II. Inequality constrained problems – feasible iterates. SIAM J Numer Anal 29(4):1187–1202

    Article  MathSciNet  MATH  Google Scholar 

  3. El-Bakry AS, Tapia RA, Tsuchiya T, Zhang Y (1996) On the formulation and theory of the Newton interior-point method for nonlinear programming. J Optim Th Appl 89:507–541

    Article  MathSciNet  MATH  Google Scholar 

  4. Fiacco AV, McCormick GP (1968) Nonlinear programming: Sequential unconstrained minimization techniques. Wiley New York, New York

    MATH  Google Scholar 

  5. Herskovits JN, Carvalho LAV (1986) A successive quadratic programming based feasible directions algorithm. In: Bensoussan A, Lions JL (eds) Proc. Seventh Internat. Conf. Analysis and Optimization of Systems – Antibes, June 25-27, 1986, Lecture Notes Control Inform Sci. Springer, Berlin, pp 93–101

    Google Scholar 

  6. Lawrence CT, Tits AL (1996) Nonlinear equality constraints in feasible sequential quadratic programming. Optim Methods Softw 6:265–282

    Article  Google Scholar 

  7. Lawrence CT, Tits AL (1998) A computationally efficient feasible sequential quadratic programming algorithm. Techn Report Inst Systems Res, Univ Maryland, no. TR 98-46

    Google Scholar 

  8. Lawrence CT, Tits AL (1998) Feasible sequential quadratic programming for finely discretized problems from SIP. In: Reemtsen R, Rückmann J-J (eds) Semi-infinite programming. Nonconvex Optim Appl. Kluwer, Dordrecht, pp 159–193

    Google Scholar 

  9. Panier ER, Tits AL (1987) A superlinearly convergent feasible method for the solution of inequality constrained optimization problems. SIAM J Control Optim 25(4):934–950

    Article  MathSciNet  MATH  Google Scholar 

  10. Panier ER, Tits AL (1993) On combining feasibility, descent and superlinear convergence in inequality constrained optimization. Math Program 59:261–276

    Article  MathSciNet  Google Scholar 

  11. Panier ER, Tits AL, Herskovits JN (July 1988) A QP-free, globally convergent, locally superlinearly convergent algorithm for inequality constrained optimization. SIAM J Control Optim 26(4):788–811

    Article  MathSciNet  MATH  Google Scholar 

  12. Polak E (1971) Computational methods in optimization. Acad. Press, New York

    Google Scholar 

  13. Qi L, Wei Z (2000) On the constant positive linear independence condition and its application to SQP methods. SIAM J Optim 10:963–981

    Article  MathSciNet  MATH  Google Scholar 

  14. Urban T, Tits AL, Lawrence CT (1998) A primal-dual interior-point method for nonconvex optimization with multiple logarithmic barrier parameters and with strong convergence properties. Techn Report Inst Systems Res Univ Maryland no. TR 98-27

    Google Scholar 

  15. WEB: ‘www.isr.umd.edu/Labs/CACSE/FSQP/fsqp.html’.

  16. Zoutendijk G (1960) Methods of feasible directions. Elsevier, Amsterdam

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2008 Springer-Verlag

About this entry

Cite this entry

Tits, A.L. (2008). Feasible Sequential Quadratic Programming . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_177

Download citation

Publish with us

Policies and ethics