DEALING WITH INCONSISTENT QUADRATIC PROGRAMS IN A SQP BASED ALGORITHM
In this paper we present a new sequential quadratic programming SQP algorithm that does not need any preprocessing phase. Its main features consist of not enforcing the Hessian to be positive definite and of dealing with infeasible QP problems in a novel way. The linearized constraints are analyzed...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Brazilian Society of Chemical Engineering
1997-03-01
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| Series: | Brazilian Journal of Chemical Engineering |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0104-66321997000100006 |