- Referenced in 532 articles
- SNOPT: An SQP algorithm for large-scale constrained optimization. Sequential quadratic programming (SQP) methods have ... gradients are sparse. We discuss an SQP algorithm that uses a smooth augmented Lagrangian merit...
- Referenced in 322 articles
- propose an algorithm for the problem of minimizing a quadratic function subject to an ellipsoidal...
- Referenced in 147 articles
- size. NPSOL uses a sequential quadratic programming (SQP) algorithm, in which each search direction...
- Referenced in 168 articles
- modest Matlab implementation of the SQP algorithm for solving constrained optimization problems. The functions defining ... optimal control structure. SQP stands for Sequential Quadratic Programming, a method invented ... algorithm requires finding a solution to a quadratic program (QP). This is a simpler optimization ... quadratic objective is nonconvex. On the other hand, as a Newton method, the SQP algorithm...
- Referenced in 209 articles
- LOQO: An interior point code for quadratic programming. This paper describes a software package, called ... mainly on the algorithm as it applies to linear and quadratic programming with only brief...
- Referenced in 81 articles
- which is solved using a sequential quadratic programming algorithm...
- Referenced in 293 articles
- linear programming, mixed-integer linear programming, quadratic programming, nonlinear optimization, and nonlinear least squares ... tradeoff analyses, and incorporate optimization methods into algorithms and applications...
- Referenced in 65 articles
- UOBYQA: unconstrained optimization by quadratic approximation. A new algorithm for general unconstrained optimization calculations ... curvature of the objective function by forming quadratic models by interpolation. Obviously, no first derivatives ... algorithm generates a new vector of variables either by minimizing the quadratic model subject ... adjustment of trust region radii. par The algorithm works with the Lagrange functions...
- Referenced in 610 articles
- quadratic programming solver (MIQP), and mixed-integer quadratically constrained programming solver (MIQCP). The solvers ... most advanced implementations of the latest algorithms. To help set you up for success...
- Referenced in 70 articles
- Algorithm 661 QSHEP3D: Quadratic Shepard method for trivariate interpolation of scattered data...
- Referenced in 93 articles
- vector of variables x . The algorithm is iterative, a quadratic model being required...
- Referenced in 130 articles
- Algorithm 754: Fortran subroutines for approximate solution of dense quadratic assignment problems using GRASP (greedy...
- Referenced in 46 articles
- Trust-region interior-point SQP algorithms for a class of nonlinear programming problems A family ... trust-region interior-point sequential quadratic programming (SQP) algorithms for the solution of a class ... many iterative techniques.par Global convergence of these algorithms to a first-order Karush-Kuhn-Tucker ... quadratic model and on the trial steps, the sequence of iterates generated by the algorithms...
- Referenced in 75 articles
- Algorithm 811: NDA: algorithms for nondifferentiable optimization We present four basic Fortran subroutines for nondifferentiable ... based on a sequential quadratic programming variable metric algorithm. Subroutines PBUN and PNEW, intended...
- Referenced in 34 articles
- quadratic programming algorithm of Goldfarb and Idnani. Two implementations of the algorithm of D. Goldfarb ... convex quadratic programming are considered. A pathological example shows that the faster ... general quadratic programming”, Report AERE-R 6370, Harwell (1970)]. We conclude that the algorithm...
- Referenced in 221 articles
- toolbox offers a broad spectrum of algorithms compiled in a user friendly and accessible format ... starting from different performance objectives (linear, quadratic, minimum time) to the handling of systems with...
- Referenced in 79 articles
- show that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions...
- Referenced in 63 articles
- environments. Kalman filter-based algorithms, for example, require time quadratic in the number of landmarks ... sensor observation. This paper presents FastSLAM, an algorithm that recursively estimates the full posterior distribution...
- Referenced in 32 articles
- algorithm for the complete solution of quadratic eigenvalue problems. We develop a new algorithm ... right and left eigenvectors of dense quadratic matrix polynomials. It incorporates scaling of the problem ... trailing matrix coefficients. The algorithm is backward-stable for quadratics that are not too heavily ... show that our MATLAB implementation of the algorithm, quadeig, outperforms the MATLAB function polyeig...
- Referenced in 61 articles
- implementation of two algorithms based on Sequential Quadratic Programming (SQP), modified so as to generate...