MATLAB Code Implementation of SQP Method

The document mentions MATLAB program code for the SQP method. It is important to note that the SQP method is an optimization algorithm typically used for solving nonlinear programming problems. Its full name is Sequential Quadratic Programming. The core concept of this algorithm involves updating the current iteration point at each step by solving a quadratic programming subproblem, with the objective of achieving significant improvement in the target function. Therefore, implementing the SQP method in MATLAB requires thorough understanding of the algorithm's principles and appropriate adjustments based on practical problems. In MATLAB implementation, key components typically include: - Objective function definition using function handles - Constraint formulation through nonlinear constraint functions - Quadratic programming subproblem solver using quadprog() function - Hessian matrix approximation techniques (BFGS updates) - Line search procedures for step size determination The algorithm flow generally involves: 1. Initialization of design variables and parameters 2. Main iteration loop with convergence checking 3. Quadratic programming subproblem formulation and solution 4. Merit function evaluation and step acceptance criteria 5. Hessian matrix updating using quasi-Newton methods