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2017 | OriginalPaper | Chapter

15. A SQP Algorithm for Large-Scale Constrained Optimization: SNOPT

Author : Neculai Andrei

Published in: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

Publisher: Springer International Publishing

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Abstract

The algorithm described in this chapter, elaborated by Gill et al. (2002, 2005), is dedicated to solve nonlinear optimization problems of the following form:

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previous chapter Active-set Sequential Linear-Quadratic Programming: KNITRO/ACTIVE
next chapter Generalized Reduced Gradient with Sequential Linearization: CONOPT
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Metadata
Title
A SQP Algorithm for Large-Scale Constrained Optimization: SNOPT
Author
Neculai Andrei
Copyright Year
2017
Book
Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

Print ISBN: 978-3-319-58355-6

Electronic ISBN: 978-3-319-58356-3

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-58356-3_15