blockSQP swMATH ID: 31780 Software Authors: Janka, Dennis; Kirches, Christian; Sager, Sebastian; Wächter, Andreas Description: blockSQP is a sequential quadratic programming method for finding local solutions of nonlinear, nonconvex optimization problems. It is particularly suited for —but not limited to—problems whose Hessian matrix has block-diagonal structure such as problems arising from direct multiple shooting parameterizations of optimal control or optimum experimental design problems. blockSQP has been developed around the quadratic programming solver qpOASES to solve the quadratic subproblems. Gradients of the objective and the constraint functions must be supplied by the user. Second derivatives are approximated by a combination of SR1 and BFGS updates. Global convergence is promoted by the filter line search of Waechter and Biegler that can also handle indefinite Hessian approximations. Homepage: http://mpc.zib.de/archive/2016/4/Janka2016_Article_AnSR1BFGSSQPAlgorithmForNoncon.pdf Source Code: https://github.com/djanka2/blockSQP Keywords: quasi-Newton; sequential quadratic programming; direct methods for optimal control; optimum experimental design Related Software: Ipopt; qpOASES; ve08; ACADO; OOQP; LAPACK; GitHub; SOCS; liftedCollocation; NewtonLib; RODAS; ElemStatLearn; Saga; L-BFGS; SpiderBoost; PRMLT; QUIC; LIBLINEAR; FPC_AS; UNLocBoX Cited in: 5 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix. Zbl 1391.90575Janka, Dennis; Kirches, Christian; Sager, Sebastian; Wächter, Andreas 2016 all top 5 Cited by 18 Authors 2 Diehl, Moritz Mathias 1 Andersson, Joel A. E. 1 Frison, Gianluca 1 Gillis, Joris J. M. 1 Hespanhol, Pedro 1 Horn, Greg 1 Janka, Dennis 1 Kirches, Christian 1 Kouzoupis, Dimitris 1 Milzarek, Andre 1 Quirynen, Rien 1 Rawlings, James B. 1 Sager, Sebastian 1 Wächter, Andreas 1 Wen, Zaiwen 1 Yang, Minghan 1 Zanelli, Andrea 1 Zhang, Tong Cited in 4 Serials 2 Mathematical Programming Computation 1 Mathematical Programming. Series A. Series B 1 Vietnam Journal of Mathematics 1 Optimization Methods & Software Cited in 3 Fields 5 Operations research, mathematical programming (90-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 2 Numerical analysis (65-XX) Citations by Year