Sequential Quadratic Programming With Rational Move Limits

The basic idea of the sequential quadratic programming (SQP) algorithm is to approximate and initial model with a sequence of quadratic programming (QP) sub-problems. To choose rational move limits box (super-polyhedron) for QP sub-problems, a new SQP algorithm, SQPRML is presented. Hence, the problem of search direction is solved in a more rational method, and it facilitates to obtain search step size. Numerical examples are presented which show that the algorithm is feasible and efficient.