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.