sequential quadratic programming – Page 7

Constraint Identification and Algorithm Stabilization for Degenerate Nonlinear Programs

Published: 2000/12/19, Updated: 2003/05/29

Constrained Nonlinear Optimization active constraint identification, degeneracy, nonlinear programming problems, sequential quadratic programming

In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly active constraints. We show that this information can be used to modify the sequential quadratic programming algorithm so … Read more

Integrating SQP and branch-and-bound for Mixed Integer Nonlinear Programming

Published: 2000/08/19, Updated: 2001/05/25

Sven Leyffer

(Mixed) Integer Nonlinear Programming, Integer Programming Branch-and-Bound, mixed-integer nonlinear programming, sequential quadratic programming

This paper considers the solution of Mixed Integer Nonlinear Programming (MINLP) problems. Classical methods for the solution of MINLP problems decompose the problem by separating the nonlinear part from the integer part. This approach is largely due to the existence of packaged software for solving Nonlinear Programming (NLP) and Mixed Integer Linear Programming problems. In … Read more