Catherine Buchanan (University of Edinburgh)

Sequential quadratic programming applied to control theory problems
Wednesday 8 December 2004 at 15.30, JCMB 6206

Abstract

We have used hopdm to study sequential quadratic programming techniques applied to small nonlinear programs arising from control theory. To facilitate the use of hopdm we have coded a link to ampl which provides automatic differentiation. Difficulties have been experienced in finding a suitable linesearch method and merit function, especially when dealing with non-convexity.

Our experience will be illustrated with some preliminary computational results.

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