Journal of Systems Engineering and Electronics ›› 2007, Vol. 18 ›› Issue (1): 57-62.

• SYSTEMS ENGINEERING • Previous Articles     Next Articles

Automatic differentiation for reduced sequential quadratic programming

Liao Liangcai 1, Li Jin 2 & Tan Yuejin 1   

  1. 1. School of Information System & Management, National Univ. of Defense Technology, Changsha 410073, P. R. China;
    2. The Fifth Inst. of the Missile Army, Beijing 100085, P. R. China
  • Online:2007-03-26 Published:2010-01-03

Abstract:

In order to slove the large-scale nonlinear programming (NLP) problems efficiently, an efficient optimization algorithm based on reduced sequential quadratic programming (rSQP) and automatic differentiation (AD) is presented in this paper. With the characteristics of sparseness, relatively low degrees of freedom and equality constraints utilized, the nonlinear programming problem is solved by improved rSQP solver. In the solving process, AD technology is used to obtain accurate gradient information. The numerical results show that the combined algorithm, which is suitable for large-scale process optimization problems, can calculate more efficiently than rSQP itself.