A robust implementation of a sequential quadratic programming algorithm with successive error restoration

Optimization Letters

Volumn 5, Issue 2, 2011, Pages 283-296

  Schittkowski, K ^a  

^a UNIVERSITY OF BAYREUTH   (Germany)

Author keywords

Line search; Noisy functions; Nonlinear programming; Numerical algorithm; Restart; Sequential quadratic programming; SQP

Indexed keywords

LINE SEARCHES; NOISY FUNCTIONS; NUMERICAL ALGORITHMS; RESTART; SEQUENTIAL QUADRATIC PROGRAMMING; SQP;

ALGORITHMS; NONLINEAR PROGRAMMING; NUMERICAL METHODS; RANDOM ERRORS;

OPTIMIZATION;

EID: 79952899304     PISSN: 18624472     EISSN: 18624480     Source Type: Journal    
DOI: 10.1007/s11590-010-0207-9     Document Type: Article

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