Article ID: | iaor19881245 |
Country: | United States |
Volume: | 15 |
Issue: | 1 |
Start Page Number: | 49 |
End Page Number: | 63 |
Publication Date: | Mar 1989 |
Journal: | ACM Trans Math Software |
Authors: | Shanno David F., Kang Hom Phua |
Keywords: | programming: quadratic |
Computational experience is given for a sequential quadratic programming algorithm when Lagrange multiplier estimates, Hessian approximations and merit functions are varied to test for computational efficiency. Indications of areas for further research are given.