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Sequential linear-quadratic programming

Sequential linear-quadratic programming (SLQP) is an iterative method for nonlinear optimization problems where objective function and constraints are twice continuously differentiable. Similarly to sequential quadratic programming (SQP), SLQP proceeds by solving a sequence of optimization subproblems. The difference between the two approaches is that:

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Sequential linear-quadratic programming

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slqp optimization programming quadratic sequential problems objective constraints lp eqp displaystyle program linear sqp subproblems phase method nonlinear solving solved

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