Successive Linear Programming (SLP), also known as Sequential Linear Programming, is an
optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...
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
In mathematics, linearization is finding the linear approximation to a function at a given point. The linear approximation of a function is the first order Taylor expansion around the point of interest. In the study of dynamical systems, linea ...
s) of the model. The linearizations are linear programming problems, which can be solved efficiently. As the linearizations need not be bounded,
trust regions or similar techniques are needed to ensure convergence in theory.
SLP has been used widely in the
petrochemical industry
The petrochemical industry is concerned with the production and trade of petrochemicals. A major part is constituted by the plastics (polymer) industry. It directly interfaces with the petroleum industry, especially the downstream sector.
Comp ...
since the 1970s.
See also
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Sequential quadratic programming
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Sequential linear-quadratic programming
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Augmented Lagrangian method
References
Sources
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Optimization algorithms and methods
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