Kungurtsev, Vyacheslav; Diehl, Moritz - In: Computational Optimization and Applications 59 (2014) 3, pp. 475-509
<Para ID="Par1">Sequential quadratic programming (SQP) methods are known to be efficient for solving a series of related nonlinear optimization problems because of desirable hot and warm start properties—a solution for one problem is a good estimate of the solution of the next. However, standard SQP solvers...</para>
