A practical algorithm for general large scale nonlinear optimization problems

We provide an effective and efficient implementation of a sequential quadra tic programming (SQP) algorithm for the general large scale nonlinear progr amming problem. In this algorithm the quadratic programming subproblems are solved by an interior point method that can be prematurely halted by a tru st region constraint. Numerous computational enhancements to improve the nu merical performance are presented. These include a dynamic procedure for ad justing the merit function parameter and procedures for adjusting the trust region radius. Numerical results and comparisons are presented.