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Sequential Quadratic Programming Methods

  1. Klaus Schittkowski1,
  2. Ya-Xiang Yuan2

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0984

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Schittkowski, K. and Yuan, Y.-X. 2011. Sequential Quadratic Programming Methods. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. 1

    University of Bayreuth, Department of Computer Science, Bayreuth, Germany

  2. 2

    Chinese Academy of Sciences, AMSS, Academy of Mathematics and Systems Science, Beijing, China

Publication History

  1. Published Online: 15 FEB 2011

Abstract

We present a brief review on one of the most powerful methods for solving smooth constrained nonlinear optimization problems, the so-called sequential quadratic programming (SQP) method. Started during the late 1970s, global and local convergence theorems were proved and efficient codes released. Today, SQP algorithms are the standard tool in academia and industry to solve highly complex application problems.

Keywords:

  • nonlinear programming;
  • nonlinear optimization;
  • sequential quadratic programming;
  • quasi-Newton;
  • line search;
  • trust region;
  • filter;
  • superlinear convergence;
  • global convergence