##### Department of Mathematics,

University of California San Diego

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### Center for Computational Mathematics Seminar

## Elizabeth Wong

#### UCSD

## An SQP Method for Nonlinear Optimization

##### Abstract:

We present a sequential quadratic programming (SQP) algorithm for nonlinear optimization. We give a brief overview of SQP methods in general and then describe an active-set method based on inertia control for solving the convex quadratic subproblems. We also discuss the motivation behind this algorithm as well as its applications.

### March 3, 2009

### 10:00 AM

### AP&M 2402

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