A SQP based on an interior-point strategy for nonlinear inequality constrained optimization problems

This paper describes a sequential quadratic programming (SQP) algorithm for solving nonlinear inequality constrained optimization problems. The QP subproblems are solved by a primal-dual interior-point method that uses a variant of the Mehrotra's predictor-corrector algorithm. Preliminary numer...

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Bibliographic Details
Main Author: Costa, M. Fernanda P. (author)
Other Authors: Fernandes, Edite Manuela da G. P. (author)
Format: conferencePaper
Language:eng
Published: 2005
Subjects:
Online Access:http://hdl.handle.net/1822/5500
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/5500