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  • Search: subject:"SQP method"
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Year of publication
Subject
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SQP method 5 Global convergence 2 Inequality constrained optimization 2 Superlinear convergence 2 nonlinear programming 2 sequential quadratic programming 2 Convergence 1 Dupire equation 1 Nonlinear programs 1 Power systems 1 Smoothing SQP method 1 Stability constraint 1 optimal control 1 optimality conditions 1 parameter identification 1 primal-dual active set strategy 1
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Online availability
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Undetermined 5
Type of publication
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Article 5 Book / Working Paper 1
Language
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Undetermined 5 English 1
Author
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Jian, Jinbao 2 Spellucci, P. 2 Zhang, Kecun 2 Zhu, Zhibin 2 Düring, Bertram 1 Jüngel, Ansgar 1 Qi, Liqun 1 Tong, Xiaojiao 1 Volkwein, S. 1 Wu, Felix 1 Wu, Soon-Yi 1
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Institution
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Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
Published in...
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Computational Statistics 2 Mathematical Methods of Operations Research 2 CoFE Discussion Paper 1 Computational Optimization and Applications 1
Source
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RePEc 6
Showing 1 - 6 of 6
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A smoothing SQP method for nonlinear programs with stability constraints arising from power systems
Tong, Xiaojiao; Qi, Liqun; Wu, Soon-Yi; Wu, Felix - In: Computational Optimization and Applications 51 (2012) 1, pp. 175-197
Persistent link: https://www.econbiz.de/10010998350
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A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
Düring, Bertram; Jüngel, Ansgar; Volkwein, S. - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2006
of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set …
Persistent link: https://www.econbiz.de/10005562285
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An improved SQP algorithm for inequality constrained optimization
Zhu, Zhibin; Zhang, Kecun; Jian, Jinbao - In: Mathematical Methods of Operations Research 58 (2003) 2, pp. 271-282
In this paper, the feasible type SQP method is improved. A new algorithm is proposed to solve nonlinear inequality …
Persistent link: https://www.econbiz.de/10010950389
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An improved SQP algorithm for inequality constrained optimization
Zhu, Zhibin; Zhang, Kecun; Jian, Jinbao - In: Computational Statistics 58 (2003) 2, pp. 271-282
In this paper, the feasible type SQP method is improved. A new algorithm is proposed to solve nonlinear inequality …
Persistent link: https://www.econbiz.de/10010848024
Saved in:
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A new technique for inconsistent QP problems in the SQP method
Spellucci, P. - In: Mathematical Methods of Operations Research 47 (1998) 3, pp. 355-400
Successful treatment of inconsistent QP problems is of major importance in the SQP method, since such occur quite often …
Persistent link: https://www.econbiz.de/10010949961
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Cover Image
A new technique for inconsistent QP problems in the SQP method
Spellucci, P. - In: Computational Statistics 47 (1998) 3, pp. 355-400
Successful treatment of inconsistent QP problems is of major importance in the SQP method, since such occur quite often …
Persistent link: https://www.econbiz.de/10010847524
Saved in:
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