| The
Basic FSQP Algorithm
SQP
(Sequential Quadratic Programming) type algorithm modified
so as to generate feasible iterates. The basic problem solved
is (where the variable x is n-dimensional)
Two
phase operation : Phase I - generate iterate satisfying all
linear constraints and nonlinear inequality constraints. Phase
II - minimize the maximum of the objectives, while maintaining
satisfaction of linear constraints and nonlinear inequality
constraints, nonlinear equality constraints being satisfied
asymptotically.
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