An adjoint-based SQP algorithm with quasi-Newton Jacobian updates for inequality constrained optimization

Optimization Methods and Software

Volumn 25, Issue 4, 2010, Pages 531-552

  Diehl, Moritz ^a   Walther, Andrea ^b   Bock, Hans Georg ^c   Kostina, Ekaterina ^d  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF PADERBORN   (Germany)

^c UNIVERSITY OF HEIDELBERG   (Germany)

^d PHILIPPS UNIVERSITY MARBURG   (Germany)

Author keywords

Automatic differentiation; Inequality constraints; Inexact newton methods; Nonlinear optimization; Quasi newton updates; Sequential quadratic programming

Indexed keywords

AUTOMATIC DIFFERENTIATIONS; INEQUALITY CONSTRAINT; INEXACT NEWTON METHOD; NON-LINEAR OPTIMIZATION; QUASI-NEWTON UPDATE; SEQUENTIAL QUADRATIC PROGRAMMING;

ADSORPTION; APPROXIMATION ALGORITHMS; COMPUTER SOFTWARE SELECTION AND EVALUATION; CONSTRAINED OPTIMIZATION; CONVERGENCE OF NUMERICAL METHODS; JACOBIAN MATRICES; LINEAR EQUATIONS; NEWTON-RAPHSON METHOD; NUMERICAL ANALYSIS;

QUADRATIC PROGRAMMING;

EID: 77951149043     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780903027500     Document Type: Article

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