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The Sequential Quadratic Programming Solver

References

 

Bartholomew-Biggs, M. C. (1988), "A Global Convergent Version of REQP for Constrained Minimization," IMA Journal of Numerical Analysis , 8, 253--271. 

Conn, R., Gould, N. I. M., and Toint, P. L. (1994), "Large-Scale Nonlinear Constrained Optimization: A Current Survey," Algorithms for Continuous Optimization: The State of the Art , 434, 287--332. 

Fletcher, R. (1987), Practical Methods of Optimization , Second Edition, Chichester, UK: John Wiley & Sons. 

Nocedal, J. and Wright, S. J. (1999), Numerical Optimization , New York: Springer-Verlag.

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