Numerical Optimization at Big-Level

Raj Singh

Numerical Optimization at Big-Level

Exploring the use of SQP methods for numerical optimization at a large scale

by Raj Singh*,

- Published in Journal of Advances in Science and Technology, E-ISSN: 2230-9659

Volume 1, Issue No. 1, Feb 2011, Pages 0 - 0 (0)

Published by: Ignited Minds Journals

ABSTRACT

Here we consider sequential quadraticprogramming methods (SQP methods) for the general optimization problem As with the BCL and LCL approaches, SQPmethods use a sequence of subproblems to _nd estimates that reduce certain augmented Lagrangians. Animportant function of the subproblems is to estimate which inequalities in are active. Rather many iterations (calledminor iterations) may be needed to solve each subproblem.

KEYWORD

numerical optimization, sequential quadratic programming methods, optimization problem, BCL, LCL