DOI: 10.14704/nq.2022.20.8.NQ44918
Modifying SQP Method for Constrained Optimization
Elaf Sulaiman Khaleel, Eman T. Hamed
Abstract
We study a variant of SQP technology to find the optimal solution of nonlinear programing with the equality and
inequality constrained optimization , Two techniques have been developed, the first is the derivation of a new
approximation for the Hessian matrix, which has proven to be positively defined, and the second is was designed to take advantage of the structure present in the Hessian of the augmented Lagrangian function for problem and showed local superliner convergence and that at the minimizer x*
Keywords
augmented Lagrangian, SQP technology, constrained optimization
Full Text
PDF
References
