A Sequential-Quadratic-Programming Algorithm Using Orthogonal Decomposition With Gerschgorin Stabilization
Keyword(s):
This paper introduces a new approach to sequential quadratic programming. Upon application of the orthogonal-decomposition algorithm and the Gerschgorin Theorem for the stabilization of the Hessian matrix in the quadratic-programming solution, this novel approach offers an alternative to existing methods that, additionally, dispenses with a feasible initial guess.
2018 ◽
Vol 50
(12)
◽
pp. 2091-2107
◽
2020 ◽
Vol 17
(3)
◽
pp. 172988142093057
2009 ◽
Vol 47
(4)
◽
pp. 615-637
◽
2011 ◽
Vol 12
(11)
◽
pp. 919-931
◽
2011 ◽
Vol 32
(2)
◽
pp. 553-579
◽