Sequential linear-quadratic programming

ID: sequential-linear-quadratic-programming

Sequential Linear-Quadratic Programming (SLQP) is an optimization technique primarily used for solving nonlinear programming problems with specific structure. It combines elements of linear programming and quadratic programming, allowing for the efficient resolution of complex optimization problems that involve nonlinear constraints and objective functions. The method works by iteratively approximating the nonlinear problem with a series of linear programming or quadratic programming problems.

New to topics? Read the docs here!