HQP

HQP: a solver for sparse nonlinear optimization. HQP is a solver for nonlinearly constrained large-scale optimization. It is intended for problems with sufficient regular sparsity structure. Such optimization problems arise e.g. from the numerical treatment of optimal control problems. External interfaces allow the formulation of optimization problems based on widely used model formats. HQP (Huge Quadratic Programming) consists of mainly two parts: the actual HQP optimizer and the front-end Omuses. Both parts are designed as framework in the programming language C++.

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References in zbMATH (referenced in 5 articles )

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  1. Pytlak, Radosław; Tarnawski, Tomasz; Fajdek, Bartłomiej; Stachura, Marcin: Interactive dynamic optimization server -- connecting one modelling language with many solvers (2014)
  2. Petereit, Janko; Bernard, Thomas: Real-time nonlinear model predictive control of a glass forming process using a finite element model (2013)
  3. Lantoine, Gregory; Russell, Ryan P.: A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory (2012)
  4. Błaszczyk, Jacek; Karbowski, Andrzej; Malinowski, Krzysztof: Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods (2007)
  5. Spellucci, P.: Nonlinear (local) optimization. The state of the art (2001)