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Re: reference for sqp?


From: Olaf Till
Subject: Re: reference for sqp?
Date: Wed, 3 Aug 2011 23:16:39 +0200
User-agent: Mutt/1.5.20 (2009-06-14)

On Wed, Aug 03, 2011 at 10:42:48AM -0600, Michael Creel wrote:
> On Wed, Aug 3, 2011 at 8:35 AM, Olaf Till <address@hidden> wrote:
> 
> > Is there a literature reference for sqp?
> >
> > Olaf
> >
> 
> 
> http://en.wikipedia.org/wiki/Sequential_quadratic_programming has a basic
> discussion, and gives some references.
> Michael

Thanks Jordi and Micheal,

but I rather meant a reference for the particular algorithm used by sqp.
Last time I tried to comprehend the code, I came upon some things that
seemed more complicated than just (my understanding of) sequential
quadratic programming with BFGS and linesearch. If I remember right it
was the way of the linesearch which I stumbled over. So I'd guess that
at least a part of sqp (including the linesearch?) was written according
to a specific reference ... ?

Olaf



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