Travis C. Johnson – Optimization Online

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

Published: 2013/10/16

Quadratic Programming active set, hot starts, iterative linear solver, nonlinear model predictive control, nonlinear programming, preconditioner, quadratic programming, sequential quadratic programming

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

Published: 2013/05/01, Updated: 2015/07/21

Constrained Nonlinear Optimization constrained optimization, global convergence, inexact newton methods, nonlinear optimization, sequential quadratic programming

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