slp_sqp
Sequential Linear Programming (SLP) with Trust Region (TR) and Sequential Quadratic Programming (SQP) with Line Search or TR Strategy
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Cite As
Robert Canfield (2026). slp_sqp (https://www.mathworks.com/matlabcentral/fileexchange/53331-slp_sqp), MATLAB Central File Exchange. Retrieved .
Canfield, Robert A. “Quadratic Multipoint Exponential Approximation: Surrogate Model for Large-Scale Optimization.” Advances in Structural and Multidisciplinary Optimization, Springer International Publishing, 2017, pp. 648–61, doi:10.1007/978-3-319-67988-4_49.
Schittkowski, K. “NLPQL: A Fortran Subroutine Solving Constrained Nonlinear Programming Problems.” Annals of Operations Research, vol. 5, no. 2, Springer Science and Business Media LLC, June 1986, pp. 485–500, doi:10.1007/bf02022087.
Categories
Find more on Quadratic Programming and Cone Programming in Help Center and MATLAB Answers
General Information
- Version 1.4.2 (1.23 MB)
MATLAB Release Compatibility
- Compatible with R2014b to R2019b
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.4.2 | OutputPlotFcnsExampleOctave tested. sqp returns Best for all termination criteria. sao_trust handles bounds-only problems again. |
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| 1.4.1 | Octave compatibility, introduced in 1.4, streamlined in 1.4.1 |
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| 1.3.0 | MultiPoint Exponential Approximation (MPEA). Canfield, R. A. "Quadratic Multipoint Exponential Approximation: Surrogate Model for Large-Scale Optimization," 12th World Congress of Structural and Multidisciplinary Optimization (WCSMO12), June 2017 |
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| 1.2.2 | Trust region filter is new default for sip_trust. sqp handles quadprog error return better. |
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| 1.2.1 | Compatible with R2016b Optimization Toolbox version 7.5 optimoptions function. |
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| 1.2.0 | Adds trust region filter. [Nocedal and Wright, Numerical Optimization, 2006] Algorithms 4.1, 15.1. See also [Fletcher and Leafier, Mathematical Programming Vol. 91, No. 2, 2002] doi: 10.1007/s101070100244 |
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| 1.1.0 | Set options.TrustRegion='TRAM' instead of 'on' or 'off' in sip_trust to exercise variable move limit reduction and expansion. Loosely implements trust region approximation method: Wujek, B. A., and Renaud, J. E., AIAA J., 1988. |
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| 1.0.0 | Removed .git folder |
