SQP methods are appropriate for solving smooth nonlinear optimization problems when the problem is not too large (although this limitation has been alleviated in some of the studies discussed below for large scale problems), functions and gradients can be evaluated with sufficiently high precision, and the problem is smooth and well-scaled(Hock and Schittkowski, 1983). In this approach, an approximation is made of the Hessian of the Lagrangian function using a quasi-Newton updating method. Boggs and Tolle
(2000) apply the general SQP methods to solve nonlinear constrained optimization problems. They point out that large scale problems (i.e., with a large number of variables and / or constraints) may lead to inefficient solution procedures when using SQP. Thus, they propose reduced Hessian SQP methods for solving large scale problems.