sqp
Use a sequential quadratic programming method for solving an optimization sub-problem
Specification
Alias: None
Arguments: None
Description
Many uncertainty quantification methods solve a constrained
optimization problem under the hood. The sqp keyword directs
Dakota to use a sequential quadratic programming method to solve the
subproblem. A sequential quadratic programming solves a sequence of
linearly-constrained quadratic programming problems to arrive at the
optimal solution.
