SQP算法论文阅读1:NLPQL: A FORTRAN subroutine solving constrained nonlinear programming problems
SchittkowskiK.NLPQL:AFORTRANsubroutinesolvingconstrainednonlinearprogrammingproblems[J].Annalsofoperationsresearch,1986,5:485-500.SQP序列二次规划的思想是将约束非线性优化问题等效为求解一系列二次规划子问题求解,对于约束问题,一般的描述是:这个问题必须是光滑的:定义拉格