Return to the NLP of Exercise 17-36, and consider solving it by Sequential Quadratic Programming Algorithm 17E.
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Return to the NLP of Exercise 17-36, and consider solving it by Sequential Quadratic Programming Algorithm 17E.
(a) Using dual variables v1, roll constraints into the objective function to formulate the Lagrangian.
(b) Formulate the second-order the Lagrangian as a function of move direction x as in principle 17.59 .
(c) Formulate the quadratic program 17.60 that must be solved at each iteration of SQP, and justify each element.
(d) Specialize your formulation of
(c) to state the quandratic subproblem that would result at iteration 1 if x102 = 11, 12 and all multipliers v1 = 0.
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