Sequential linear-quadratic programming
Sequential linear-quadratic programming (SLQP) is an iterative method for nonlinear optimization problems where objective function and constraints are twice continuously differentiable. Similarly to sequential quadratic programming (SQP), SLQP proceeds by solving a sequence of optimization subproblems. The difference between the two approaches is that: This decomposition makes SLQP suitable to large-scale optimization problems, for which efficient LP and EQP solvers are available, these problems being easier to scale than full-fledged quadratic programs.
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- enSequential linear-quadratic programming (SLQP) is an iterative method for nonlinear optimization problems where objective function and constraints are twice continuously differentiable. Similarly to sequential quadratic programming (SQP), SLQP proceeds by solving a sequence of optimization subproblems. The difference between the two approaches is that: This decomposition makes SLQP suitable to large-scale optimization problems, for which efficient LP and EQP solvers are available, these problems being easier to scale than full-fledged quadratic programs.
- Has abstract
- enSequential linear-quadratic programming (SLQP) is an iterative method for nonlinear optimization problems where objective function and constraints are twice continuously differentiable. Similarly to sequential quadratic programming (SQP), SLQP proceeds by solving a sequence of optimization subproblems. The difference between the two approaches is that: * in SQP, each subproblem is a quadratic program, with a quadratic model of the objective subject to a linearization of the constraints * in SLQP, two subproblems are solved at each step: a linear program (LP) used to determine an active set, followed by an equality-constrained quadratic program (EQP) used to compute the total step This decomposition makes SLQP suitable to large-scale optimization problems, for which efficient LP and EQP solvers are available, these problems being easier to scale than full-fledged quadratic programs.
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- Sequential linear-quadratic programming
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- enSequential linear-quadratic programming
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- www.ece.northwestern.edu/~nocedal/book/num-opt.html%7C
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- Active set
- Category:Optimization algorithms and methods
- Continuously differentiable
- Iterative method
- Lagrange multipliers
- Linear program
- Newton's method
- Nonlinear programming
- Objective function
- Quadratic program
- Secant method
- Sequential linear programming
- Sequential quadratic programming
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- 4X6Bz
- Q48838967
- Subject
- Category:Optimization algorithms and methods
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- Sequential linear-quadratic programming?oldid=1055518131&ns=0
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- 3357
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- 55675948
- Wikipage revision ID
- 1055518131
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- Template:Optimization algorithms
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