OTC Seminar Series ABSTRACTS
Title The Successive Linear Programming Approach for Large-Scale Nonlinear Constrained Optimization
Author(s) Dr. Richard Waltz (speaker);
Dr. Richard Byrd, University of Colorado;
Dr. Nicholas Gould, Rutherford Appleton Laboratory, UK;
Dr. Jorge Nocedal, Northwestern University
Abstract

We will look at a relatively uninvestigated approach for solving large-scale nonlinear constrained optimization problems referred to as Successive Linear Programming (SLP). It is well known that the classical Active-Set Sequential Quadratic Programing (SQP) approach, although good for small to medium-scale problems, becomes ineffective for large-scale problems because of the difficulty of determining the active-set. The SLP method uses the SQP framework but attempts to more quickly identify the correct active-set for large-scale problems by solving a linear program (LP) to generate a working set. We will give an overview of the SLP method and discuss some of the algorithmic details.

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