Sequential quadratic programming
Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization. SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable.
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- enSequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization. SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable.
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- enSequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization. SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable. SQP methods solve a sequence of optimization subproblems, each of which optimizes a quadratic model of the objective subject to a linearization of the constraints. If the problem is unconstrained, then the method reduces to Newton's method for finding a point where the gradient of the objective vanishes. If the problem has only equality constraints, then the method is equivalent to applying Newton's method to the first-order optimality conditions, or Karush–Kuhn–Tucker conditions, of the problem.
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- Sequential quadratic programming
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- enSequential quadratic programming
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- www.springer.com/mathematics/applications/book/978-3-540-35445-1%7Cedition=Second
- neos-guide.org/guide/algorithms/sqp/
- nlopt.readthedocs.io/en/latest/
- www.ece.northwestern.edu/~nocedal/book/num-opt.html%7C
- www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/optimization/multivariate/constrained/convex/sdp/pathfollowing/package-frame.html
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- Augmented Lagrangian method
- Category:Optimization algorithms and methods
- Continuously differentiable
- GNU Octave
- Iterative method
- Karush–Kuhn–Tucker conditions
- KNITRO
- LabVIEW
- Lagrange multiplier
- Lagrange multipliers
- Mathematics
- MATLAB
- Newton's method
- NLPQL
- Nonlinear programming
- NPSOL
- Objective function
- Quadratic programming
- SciPy
- Secant method
- Sequential linear programming
- Sequential linear-quadratic programming
- SNOPT
- SameAs
- 43g3j
- m.0260z5t
- Optimisation quadratique successive
- Q4373881
- Sequential quadratic programming
- Последовательное квадратичное программирование
- Послідовне квадратичне програмування
- 逐次二次計画法
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- Category:Optimization algorithms and methods
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- Sequential quadratic programming?oldid=1113285447&ns=0
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- 7415899
- Wikipage revision ID
- 1113285447
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