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- W1523372214 abstract "AFSQP is a Sequential Quadratic Programming algorithm which obtains global convergence through an adaptive filter technique. This adaptivity is the major innovation in this work. The resulting algorithm can deal with constraints involving different length scales without requiring their normalization. The effort related to gradients computation is compensated by achieving superlinear local convergence rate (under some hypothesis on the problem, the algorithm can reach quadratic rates). Second order derivatives are approximated with classical BFGS formula and need not to be computed. We describe the theoretical background of the algorithm as well as its implementation details. A comparison between AFSQP and four different SQP implementations is performed considering several small and medium scale problems selected within Hoch and Schittkowski suite. We focus attention on the number of point evaluations required." @default.
- W1523372214 created "2016-06-24" @default.
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- W1523372214 date "2010-01-01" @default.
- W1523372214 modified "2023-09-25" @default.
- W1523372214 title "Adaptive Filter SQP" @default.
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- W1523372214 doi "https://doi.org/10.1007/978-3-642-13800-3_6" @default.
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