This dissertation presents novel advancements in the field of continuous nonlinear optimization, focusing on the development of efficient second-order methods for second-order conic programs (SOCPs) and continuous nonlinear two-stage optimization problems. The primary focus is on the theory and computations of Sequential Quadratic Programming (SQP) methods, which are widely used...
Sequential quadratic programming (SQP) is a class of algorithms for solving non-linear optimization problems
(NLP) in the real world. It is powerful enough for real problems because it can handle any degree of non-linearity
including non-linearity in the constraints. The main disadvantage is that the method incorporates several
derivatives, which...