Successive linear programming
Encyclopedia
Successive Linear Programming (SLP), also known as Sequential Linear Programming, is an optimization
technique for approximately solving nonlinear optimization problems.
Starting at some estimate of the optimal solution, the method is based on solving a sequence of first-order approximations (i.e. linearization
s) of the model. The linearizations are linear programming problems, which can be solved efficiently. As the linearizations need not be bounded, trust region
s or similar techniques are needed to ensure convergence in theory.
SLP has been used widely in the petrochemical industry since the 1970s.
Optimization
Optimization or optimality may refer to:* Mathematical optimization, the theory and computation of extrema or stationary points of functionsEconomics and business* Optimality, in economics; see utility and economic efficiency...
technique for approximately solving nonlinear optimization problems.
Starting at some estimate of the optimal solution, the method is based on solving a sequence of first-order approximations (i.e. linearization
Linearization
In mathematics and its applications, linearization refers to finding the linear approximation to a function at a given point. In the study of dynamical systems, linearization is a method for assessing the local stability of an equilibrium point of a system of nonlinear differential equations or...
s) of the model. The linearizations are linear programming problems, which can be solved efficiently. As the linearizations need not be bounded, trust region
Trust region
Trust region is a term used in mathematical optimization to denote the subset of the region of the objective function to be optimized that is approximated using a model function . If an adequate model of the objective function is found within the trust region then the region is expanded;...
s or similar techniques are needed to ensure convergence in theory.
SLP has been used widely in the petrochemical industry since the 1970s.