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Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization, also known as Lagrange-Newton method. SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable , but not necessarily convex.
in SQP, each subproblem is a quadratic program, with a quadratic model of the objective subject to a linearization of the constraints in SLQP, two subproblems are solved at each step: a linear program (LP) used to determine an active set , followed by an equality-constrained quadratic program (EQP) used to compute the total step
Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems and add a penalty term to the objective, but the augmented Lagrangian method adds yet another term designed to mimic a Lagrange multiplier.
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SQP may refer to: Sequential quadratic programming , an iterative method for constrained nonlinear optimization South Quay Plaza , a residential-led development under construction in Canary Wharf on the Isle of Dogs, London
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Let S 1 be the selling price of wheat and S 2 be the selling price of barley, per hectare. If we denote the area of land planted with wheat and barley by x 1 and x 2 respectively, then profit can be maximized by choosing optimal values for x 1 and x 2. This problem can be expressed with the following linear programming problem in the standard form: