Vyacheslav Kungurtsev – Page 3 – Optimization Online

SQP Methods for Parametric Nonlinear Optimization

Published: 2014/02/28, Updated: 2014/07/07

Nonlinear Optimization continuation methods, homotopy, model predictive control, nonlinear constraints, nonlinear programming, parametric nonlinear programming, sequential quadratic programming, stabilized sqp

Sequential quadratic programming (SQP) methods are known to be effi- cient for solving a series of related nonlinear optimization problems because of desirable hot and warm start properties–a solution for one problem is a good estimate of the solution of the next. However, standard SQP solvers contain elements to enforce global convergence that can interfere … Read more

A Regularized SQP Method with Convergence to Second-Order Optimal Points

Published: 2013/10/30, Updated: 2013/10/31

Philip E. Gill

Vyacheslav Kungurtsev

Daniel P. Robinson

Constrained Nonlinear Optimization, Nonlinear Optimization augmented lagrangian method, nonlinear programming, primal-dual algorithms, regularized methods, second-order optimality, sequential quadratic programming, stabilized sqp

Regularized and stabilized sequential quadratic programming methods are two classes of sequential quadratic programming (SQP) methods designed to resolve the numerical and theoretical difficulties associated with ill-posed or degenerate nonlinear optimization problems. Recently, a regularized SQP method has been proposed that provides a strong connection between augmented Lagrangian methods and stabilized SQP methods. The method … Read more