CFSQP: A C code for feasible sequential quadratic programming
cfsqp is a set of C functions for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to smooth equality and inequality constraints. cfsqp has many distinguishing features. First, the generated iterates satisfy all inequality and linear equality constraints (after an initial feasible point has been automatically constructed). Second, nonlinear equality constraints are relaxed into {open_quotes}{<=}{close_quotes}-type constraints to be satisfied by all iterates, thus precluding any positive value, and the maximum of the objective functions is replaced by an exact penalty function penalizing negative values. Third, the user has the option of requiring that the maximum of the objective functions (penalty function if nonlinear equality constraints are present) decrease at each iteration (monotone line search), or that it decrease within at most four iterations (nonmonotone line search). Recently, a new enhancement was added to cfsqp that is useful when solving problems with many sequentially related constraints (or objectives), such as discretized semi-infinite programming (SIP) problems. cfsqp gives the user the option to greatly reduce computational effort by using an algorithm that more efficiently handles large groups of objectives or constraints. In this talk we will review the cfsqp algorithm and implementation, as well as discuss numerical results obtained on various problems.
- OSTI ID:
- 36201
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0524
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
Similar Records
An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective