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    Development of a Hybrid SQP-GRG Algorithm for Constrained Nonlinear Programming

    Source: Journal of Mechanical Design:;1988:;volume( 110 ):;issue: 003::page 308
    Author:
    A. Parkinson
    ,
    M. Wilson
    DOI: 10.1115/1.3267463
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: The optimization of many engineering design problems requires a nonlinear programming algorithm that is robust, efficient, and feasible at intermediate iterations. Based on the strengths of the generalized reduced gradient (GRG) and sequential quadratic programming (SQP) algorithms, a hybrid SQP-GRG algorithm is developed. The hybrid algorithm uses the SQP search direction and a modified GRG line search. The resulting SQP-GRG algorithm is shown to be robust, feasible at intermediate iterations, and comparable in efficiency to Powell’s SQP algorithm on 26 test problems.
    keyword(s): Algorithms , Nonlinear programming , Quadratic programming , Optimization , Gradients AND Engineering design ,
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      Development of a Hybrid SQP-GRG Algorithm for Constrained Nonlinear Programming

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    http://yetl.yabesh.ir/yetl1/handle/yetl/104196
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    contributor authorA. Parkinson
    contributor authorM. Wilson
    date accessioned2017-05-08T23:27:45Z
    date available2017-05-08T23:27:45Z
    date copyrightSeptember, 1988
    date issued1988
    identifier issn1050-0472
    identifier otherJMDEDB-28091#308_1.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/104196
    description abstractThe optimization of many engineering design problems requires a nonlinear programming algorithm that is robust, efficient, and feasible at intermediate iterations. Based on the strengths of the generalized reduced gradient (GRG) and sequential quadratic programming (SQP) algorithms, a hybrid SQP-GRG algorithm is developed. The hybrid algorithm uses the SQP search direction and a modified GRG line search. The resulting SQP-GRG algorithm is shown to be robust, feasible at intermediate iterations, and comparable in efficiency to Powell’s SQP algorithm on 26 test problems.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleDevelopment of a Hybrid SQP-GRG Algorithm for Constrained Nonlinear Programming
    typeJournal Paper
    journal volume110
    journal issue3
    journal titleJournal of Mechanical Design
    identifier doi10.1115/1.3267463
    journal fristpage308
    journal lastpage315
    identifier eissn1528-9001
    keywordsAlgorithms
    keywordsNonlinear programming
    keywordsQuadratic programming
    keywordsOptimization
    keywordsGradients AND Engineering design
    treeJournal of Mechanical Design:;1988:;volume( 110 ):;issue: 003
    contenttypeFulltext
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