Key
Features
Portable
implementations (in both C and Fortran) of the Feasible Sequential
Quadratic Programming (FSQP) algorithm, a superlinearly convergent
algorithm for directly tackling optimization problems with:
Multiple competing linear/nonlinear objective functions (minimax).
linear/nonlinear inequality constraints, linear/nonlinear
equality constraints.
The
algorithm contains special provisions for
 |
Maintaining
``semi-feasibility'' of each iterate. |
 |
Efficiently handling problems with many ``sequentially
related'' objectives and/or constraints. |
FSQP
features
 |
Availability
of both Fortran (FFSQP) and C (CFSQP) source code, thus
both can be easily integrated into user's own program.
|
 |
Ability
to search for an initial feasible point satisfying all
linear constraints and nonlinear inequality constraints.
|
 |
Ability
to generate iterates satisfying all linear constraints
and nonlinear inequality constraints (mandatory for
many applications), starting from a feasible point.
|
 |
Ability
to improve objective function after each iteration or
after at most four iterations (user's option) if there
is no nonlinear equality constraints. |
 |
Ability
to handle multiple competing objective functions (minmax
problems). |
 |
Finite
difference approximation to gradients if exact gradients
are not provided by the user. |
 |
Global
convergence and fast (two-step superlinear) local convergence.
|
 |
Special
scheme in CFSQP to efficiently handle problems with
many more objectives or/and constraints than variables
(finely discretized semi-infinite problems).
|
 |
Interface
in FFSQP to use an automatic differentiation program
ADIFOR (the interface is not supported at this time).
|
 |
Interface
available for AMPL, NIMBUS, Diffpack, Scilab, LPL, and
Matlab (the interface is not supported at this time).
|
 |
Availability
of original authors to discuss any theoretical and practical
issues related to FSQP. |
Back
to the top
Send
mail to webmaster@aemdesign.com
with questions or comments about this web site.
Last modified:
February 21, 2004
|