Dakota Reference Manual
Version 6.4
LargeScale Engineering Optimization and Uncertainty Analysis

Sequential Quadratic Program
This keyword is related to the topics:
Alias: none
Argument(s): none
Required/Optional  Description of Group  Dakota Keyword  Dakota Keyword Description  

Optional  max_iterations  Stopping criterion based on number of iterations  
Optional  convergence_tolerance  Stopping criterion based on convergence of the objective function or statistics  
Optional  linear_inequality_constraint_matrix  Define coefficients of the linear inequality constraints  
Optional  linear_inequality_lower_bounds  Define lower bounds for the linear inequality constraint  
Optional  linear_inequality_upper_bounds  Define upper bounds for the linear inequality constraint  
Optional  linear_inequality_scale_types  Specify how each linear inequality constraint is scaled  
Optional  linear_inequality_scales  Define the characteristic values to scale linear inequalities  
Optional  linear_equality_constraint_matrix  Define coefficients of the linear equalities  
Optional  linear_equality_targets  Define target values for the linear equality constraints  
Optional  linear_equality_scale_types  Specify how each linear equality constraint is scaled  
Optional  linear_equality_scales  Define the characteristic values to scale linear equalities  
Optional  max_function_evaluations  Stopping criteria based on number of function evaluations  
Optional  scaling  Turn on scaling for variables, responses, and constraints  
Optional  model_pointer  Identifier for model block to be used by a method 
NLPQL provides an implementation of sequential quadratic programming through nlpqp_sqp
. The particular SQP implementation in nlpql_sqp
uses a variant with distributed and nonmonotone line search. Thus, this variant is designed to be more robust in the presence of inaccurate or noisy gradients common in many engineering applications.
The method independent controls for maximum iterations and output verbosity are mapped to NLPQL controls MAXIT and IPRINT, respectively. The maximum number of function evaluations is enforced within the NLPQLPOptimizer class.