A Sequential-Quadratic-Programming Algorithm Using Orthogonal Decomposition With Gerschgorin Stabilization
Keyword(s):
Abstract This paper introduces a new approach to sequential quadratic programming. Upon application of the Gerschgorin Theorem for the stabilization of the Hessian matrix and of the orthogonal-decomposition algorithm in the quadratic programming solution, this novel approach offers a faster computation and dispenses with a feasible initial guess.
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