An Active-Set Quadratic Programming Method Based On Sequential Hot-Starts

A new method for solving sequences of quadratic programs (QPs) is presented. For each new QP in the sequence, the method utilizes hot-starts that employ information computed by an active-set QP solver during the solution of the first QP. This avoids the computation and factorization of the full matrices for all but the first problem … Read more

An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization

We propose a sequential quadratic optimization method for solving nonlinear optimization problems with equality and inequality constraints. The novel feature of the algorithm is that, during each iteration, the primal-dual search direction is allowed to be an inexact solution of a given quadratic optimization subproblem. We present a set of generic, loose conditions that the … Read more