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General: 663 |
P2: Solving minimax problems with feasible sequential quadratic programming
Author: Qianli (Shalli) Deng , Advisor: Mark A. Austin (ECE/ISR)
Problem Statement Presentation
Project Proposal
Abstract
As one of the SQP-type programming, Feasible Sequential Quadratic Programming (FSQP) is particularly suited to the various classes of engineering applications, where the number of variables is not too large but the evaluations of objective or constraint functions and of their gradients are highly time consuming. This project is intended to implement the FSQP algorithm in Java, named JFSQP. As an optimization tool set, JFSQP is designed to solve the minimax optimization problems with both linear and nonlinear, equality and inequality constraints. Sequential quadratic programs and feasible iteration times are involved.
MidYear Progress Report and
Presentation
Final Presentation ,
Final Report
