| 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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