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- W2007674411 abstract "The basic idea of an implicit sequential quadratic programming (ISQP) method for constrained problems is to use the approximate Hessian of the Lagrangian without explicitly calculating and storing it. This overcomes one of the major drawbacks of the traditional SQP method where a large matrix needs to be calculated and stored. This concept of an implicit method is explained and an algorithm based on it is presented. The proposed method extends a similar algorithm for unconstrained problems where a two-loop recursion formula is used for the inverse Hessian matrix. The present paper develops a similar algorithm for not only the constrained problem but also the direct Hessian updates. Several scaling procedures for the Hessian are also presented and evaluated. The basic method and some of its variations are evaluated using a set of mathematical programming test problems, and a set of structural design test problems—small to larger scale. The ISQP method performs much better than a method that does not use any approximate Hessian matrix. Its performance is better than the full SQP method for larger scale problems. The test results also show that an appropriate scaling of the Hessian can improve both efficiency and reliability substantially." @default.
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- W2007674411 date "1996-06-15" @default.
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- W2007674411 title "A SELF-SCALING IMPLICIT SQP METHOD FOR LARGE SCALE STRUCTURAL OPTIMIZATION" @default.
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- W2007674411 doi "https://doi.org/10.1002/(sici)1097-0207(19960615)39:11<1933::aid-nme938>3.0.co;2-6" @default.
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