Sequential Quadratic Programming is a numerical optimization method that iteratively solves nonlinear programming problems by approximating the objective function with a quadratic model and the constraints with linearizations, thereby solving a sequence of quadratic programming subproblems to converge to a local optimum.
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Fast model-based estimation of ancestry in unrelated individuals
David H. Alexander, John Novembre, Kenneth Lange · Genome Research · 2009 · 10.6K citations · Full text
Sequential Quadratic Programming
Paul T. Boggs, Jon W. Tolle · Acta Numerica · 1995 · 1.8K citations
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National Yunlin University of Science and Technology
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Harbin, China
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