文件名称：interior point method
文件大小：244KB
文件格式：PDF
更新时间：2014-04-16 04:47:24
SQP trust regiion
The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests.