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Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization which may be considered a quasi-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.
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Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constraints on the variables.
SNOPT is mainly written in Fortran, but interfaces to C, C++, Python and MATLAB are available. It employs a sparse sequential quadratic programming (SQP) algorithm with limited-memory quasi-Newton approximations to the Hessian of the Lagrangian. It is especially effective for nonlinear problems with functions and gradients that are expensive to ...
Sequential minimal optimization (SMO) is an algorithm for solving the quadratic programming (QP) problem that arises during the training of support-vector machines (SVM). It was invented by John Platt in 1998 at Microsoft Research. [1] SMO is widely used for training support vector machines and is implemented by the popular LIBSVM tool.
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; SQP, the ICAO code for SkyUp, Kyiv, Ukraine
Sequential linear-quadratic programming (SLQP) is an iterative method for nonlinear optimization problems where objective function and constraints are twice continuously differentiable. Similarly to sequential quadratic programming (SQP), SLQP proceeds by solving a sequence of optimization subproblems. The difference between the two approaches ...
However, some real-life applications (like Sequential Quadratic Programming methods) routinely produce negative or nearly-zero curvatures. This can occur when optimizing a nonconvex target or when employing a trust-region approach instead of a line search.