Sequential quadratic programming

Sequential quadratic programming (SQP) is an optimization technique used to solve complex problems that involve finding the best possible solution while satisfying certain constraints. It works by approximating the original problem with a series of simpler, quadratic (bounded but curved) problems. At each step, SQP solves one of these simpler problems to get a better solution, then updates the approximation based on this result. This iterative process continues until the solution converges to the optimal point. SQP is often used in engineering and economics where precise, constrained optimization is essential.