A Sequential-Quadratic-Programming Algorithm Using Orthogonal Decomposition With Gerschgorin Stabilization

This paper introduces a new approach to sequential quadratic programming. Upon application of the orthogonal-decomposition algorithm and the Gerschgorin Theorem for the stabilization of the Hessian matrix in the quadratic-programming solution, this novel approach offers an alternative to existing methods that, additionally, dispenses with a feasible initial guess.