Mathematical Programming

, Volume 82, Issue 3, pp 413–448

An SQP method for general nonlinear programs using only equality constrained subproblems

  • P. Spellucci

DOI: 10.1007/BF01580078

Cite this article as:
Spellucci, P. Mathematical Programming (1998) 82: 413. doi:10.1007/BF01580078


In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version [P. Spellucci, Han's method without solving QP, in: A. Auslender, W. Oettli, J. Stoer (Eds), Optimization and Optimal Control, Lecture Notes in Control and Information Sciences, vol. 30, Springer, Berlin, 1981, pp. 123–141.] it is much simpler to implement and allows any kind of changes of the working set in every step. Our method relies on a strong regularity condition. As far as it is applicable the new approach is superior to conventional SQP-methods, as demonstrated by extensive numcrical tests. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.


Sequential quadratic programming SQP method Nonlinear programming 

Copyright information

© The Mathematical Programming Society, Inc. 1998

Authors and Affiliations

  • P. Spellucci
    • 1
  1. 1.Department of MathematicsTechnical University at DarmstadtDarmstadtGermany

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