Sequential Quadratic Programming Methods for Parametric Nonlinear Optimization
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F14%3A00231893" target="_blank" >RIV/68407700:21230/14:00231893 - isvavai.cz</a>
Result on the web
<a href="http://link.springer.com/article/10.1007%2Fs10589-014-9696-2" target="_blank" >http://link.springer.com/article/10.1007%2Fs10589-014-9696-2</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10589-014-9696-2" target="_blank" >10.1007/s10589-014-9696-2</a>
Alternative languages
Result language
angličtina
Original language name
Sequential Quadratic Programming Methods for Parametric Nonlinear Optimization
Original language description
Sequential quadratic programming (SQP) methods are known to be efficient for solving a series of related nonlinear optimization problems because of desirable hot and warm start properties-a solution for one problem is a good estimate of the solution of the next. However, standard SQP solvers contain elements to enforce global convergence that can interfere with the potential to take advantage of these theoretical local properties in full. We present two new predictor-corrector procedures for solving a nonlinear program given a sufficiently accurate estimate of the solution of a similar problem. The procedures attempt to trace a homotopy path between solutions of the two problems, staying within the local domain of convergence for the series of problemsgenerated. We provide theoretical convergence and tracking results, as well as some numerical results demonstrating the robustness and performance of the methods.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
JC - Computer hardware and software
OECD FORD branch
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Result continuities
Project
<a href="/en/project/EE2.3.30.0034" target="_blank" >EE2.3.30.0034: Support of inter-sectoral mobility and quality enhancement of research teams at Czech Technical University in Prague</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Computational Optimization and Applications
ISSN
0926-6003
e-ISSN
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Volume of the periodical
59
Issue of the periodical within the volume
3
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
35
Pages from-to
475-509
UT code for WoS article
000344803000004
EID of the result in the Scopus database
2-s2.0-84926628059