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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