Skip to main content
SpringerLink
Log in
Book cover

Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology pp 289–296Cite as

A SQP Method Using Only Equality-Constrained Sub-problems: DONLP

  • Chapter
  • First Online:

  • 1570 Accesses

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 121))

Abstract

Let us consider the general nonlinear optimization problem:subject towhere the functions f : ℝ n → ℝ, \( e:{\mathbb{R}}^n\to {\mathbb{R}}^{m_e} \), and c : ℝ n → ℝ m are supposed to be twice continuously differentiable. Also, suppose that:

This is a preview of subscription content, log in via an institution.

References

  • Heinz, J., & Spellucci, P. (1994). A successful implementation of the Pantoja-Mayne SQP-method. Optimization Methods and Software, 4, 1–28.

    Article  Google Scholar 

  • Pantoja, J. F. A., & Mayne, D. Q. (1991). Exact penalty function algorithm with simple updating of the penalty parameter. Journal of Optimization Theory and Applications, 69, 441–467.

    Article  MathSciNet  MATH  Google Scholar 

  • Spellucci, P. (1985). Sequential quadratic programming: Theory, implementation, problems. In M. J. Beckmann, K. W. Gaede, K. Ritter, & H. Schneeweiss (Eds.), Methods of operations research (vol. 53, pp. 183–213).

    Google Scholar 

  • Spellucci, P. (1993). A new technique for inconsistent QP-problems in the SQP-method. (Preprint 1561, 64829 Darmstadt, Germany: Technical University at Darmstadt, Department of Mathematics).

    Google Scholar 

  • Spellucci, P. (1994). A simplified SQP method with equality constrained subproblems. (64829 Darmstadt, Germany: Technical University at Darmstadt, Department of Mathematics).

    Google Scholar 

  • Spellucci, P. (1995). DONLP2: Program and user’s guide. (Available from netlib/opt.)

    Google Scholar 

  • Spellucci, P. (1998). An SQP method for general nonlinear programs using only equality constrained subproblems. Mathematical Programming, 3, 413–448.

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Research Institute for Informatics, Center for Advanced Modeling & Optimization, Bucharest, Romania

    Neculai Andrei

  2. Academy of Romanian Scientists, Bucharest, Romania

    Neculai Andrei

Authors
  1. Neculai Andrei
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Andrei, N. (2017). A SQP Method Using Only Equality-Constrained Sub-problems: DONLP. In: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology. Springer Optimization and Its Applications, vol 121. Springer, Cham. https://doi.org/10.1007/978-3-319-58356-3_12

Download citation

Publish with us

Policies and ethics

Search

Navigation