FSQP
and RFSQP Algorithm References
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FSQP
- C. T. Lawrence, J. L. Zhou
and A. L. Tits, User's Guide for CFSQP Version 2.5: A
C Code for Solving (Large Scale) Constrained Nonlinear (Minimax)
Optimization Problems, Generating Iterates Satisfying All
Inequality Constraints, Institute for Systems Research,
University of Maryland, Technical Report TR-94-16r1, College
Park, MD 20742, 1997. ( cfsqp-manual.pdf
)
- J. L. Zhou, A. L. Tits and
C. T. Lawrence, User's Guide for FFSQP Version 3.7 :
A Fortran Code for Solving Optimization Programs, Possibly
Minimax, with General Inequality Constraints and Linear
Equality Constraints, Generating Feasible Iterates,
Institute for Systems Research, University of Maryland,Technical
Report SRC-TR-92-107r5, College Park, MD 20742, 1997.
( ffsqp-manual.pdf
)
- E. Panier and A. L. Tits,
On Combining Feasibility, Descent and Superlinear Convergence
In Inequality Constrained Optimization, Mathematical
Programming, Vol. 59(1993), 261-276. ( mathp93.pdf
)
- J. F. Bonnans, E. Panier,
A. L. Tits and J. L. Zhou, Avoiding the Maratos Effect
by Means of a Nonmonotone Line search: II. Inequality Problems
- Feasible Iterates, SIAM Journal on Numerical Analysis,
Vol. 29, No. 4, 1992, pp. 1187-1202. ( nonmonotoneII.pdf
)
- J. L. Zhou and A. L. Tits,
Nonmonotone Line Search for Minimax Problems, Journal
of Optimization Theory and Applications, Vol. 76, No. 3,
1993, pp. 455-476. ( minimaxJOTA.pdf
)
- C. T. Lawrence and A. L.
Tits, Nonlinear Equality Constraints in Feasible Sequential
Quadratic Programming, Optimization Methods and Software,
Vol. 6, March, 1996, pp. 265-282. ( equalFSQP.pdf
)
- J. L. Zhou and A. L. Tits,
An SQP Algorithm for Finely Discretized Continuous Minimax
Problems and Other Minimax Problems With Many Objective
Functions, SIAM Journal on Optimization, Vol. 6, No.
2, 1996, pp. 461--487. ( minimax.pdf
). Also see Erratum, SIAM Journal on Optimization, Vol.
8, No. 1, 1998, pp. 284--285: ( erratum.pdf
)
- C. T. Lawrence and A. L.
Tits, Feasible Sequential Quadratic Programming for Finely
Discretized Problems from SIP, in R. Reemtsen, J.-J.
Ruckmann (eds.): Semi-Infinite Programming, in the series
Nonconcex Optimization and its Applications. Kluwer Academic
Publishers, 1998. ( kluwer.pdf
) Also see Erratum ( kluwer-erratum.pdf
)
- M. D. Liu and A. L. Tits,
User's Guide for ADIFFSQP Version0.9: A utility program
that allows the user of the FFSQP constrained nonlinear
optimization routines to conveniently invoke the computational
differentiation preprocessor ADIFOR2.0, Institute for
Systems Research, University of Maryland, College Park,
MD 20742, 1997. ( adiffsqp-manual.pdf
)
RFSQP
C.T. Lawrence and A.L. Tits,
A Computationally Efficient Feasible Sequential Quadratic
Programming Algorithm, SIAM J. Optimization, Vol.
11, No. 4, 2001, pp. 1092-1118. ( siam2001.pdf
)
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