Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
In this paper, a family of trust-region interior-point sequential quadratic programming (SQP) algorithms for the solution of a class of minimization problems with nonlinear equality constraints and simple bounds on some of the variables is described and analyzed. Such nonlinear programs arise, e.g., from the discretization of optimal control problems. …