Introduction to Sequential Quadratic Programming

Sequential Quadratic Programming (SQP) is a very common technique to solve nonlinear optimization problems. Firstly, SQP converts nonlinear problems into linear problems and then uses sub-quadratic concepts to optimize the linear problem. SQP follows iterative procedure in which a problem is solved for the current iteration and then the current solution is used to construct a new iteration. This construction is done in such a way the sequence converges to the local minima.

Co-sponsored by: Control and Signal Processing Research Group

Speaker(s): Mr. Ahmad Mahmood Mughal,

Capital University of Science & Technology (CUST), Islamabad, Islamabad Capital Territory, Pakistan