Sequential Quadratic Programming (NLPQL) Technique

The Sequential Quadratic Programming (NLPQL) technique assumes that the objective function and constraints are continuously differentiable.

See Also
Configuring the Sequential Quadratic Programming (NLPQL) Technique

In the NLPQL technique the idea is to generate a sequence of quadratic programming subproblems, obtained by a quadratic approximation of the Lagrangian function and a linearization of the constraints. Second-order information is updated by a quasi-Newton formula, and the method is stabilized by an additional line search.