An interior-point trust-funnel algorithm for nonlinear optimization (Q507313): Difference between revisions

The authors present an interior-point trust-funnel algorithm for solving large-scale nonlinear optimization problems. The given algorithm achieves global convergence guarantees by combining a trust-region methodology with a funnel mechanism, but has the additional capability of being able to solve problems with both equality and inequality constraints. A flow diagram of the given trust-funnel algorithm is presented.

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reviewed by

Hans Benker

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zbMATH Keywords

nonlinear optimization

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funnel mechanism

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trust-region methods

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describes a project that uses

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MaRDI publication profile

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cites work

On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming

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An Inexact SQP Method for Equality Constrained Optimization

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A trust region method based on interior point techniques for nonlinear programming.

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An Interior Point Algorithm for Large-Scale Nonlinear Programming

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Trust Region Methods

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An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations

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Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method

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Q2771952

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Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

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Nonlinear programming without a penalty function.

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On the Global Convergence of a Filter--SQP Algorithm

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Solving symmetric indefinite systems in an interior-point method for linear programming

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A primal-dual trust region algorithm for nonlinear optimization

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SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

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Q4739659

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Interior point methods 25 years later

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GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization

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A Second Derivative SQP Method: Global Convergence

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A Second Derivative SQP Method: Local Convergence and Practical Issues

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A second-derivative SQP method with a 'trust-region-free' predictor step

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On solving trust-region and other regularised subproblems in optimization

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Nonlinear programming without a penalty function or a filter

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A new polynomial-time algorithm for linear programming

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On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization

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On the Implementation of a Primal-Dual Interior Point Method

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A sequential quadratic programming algorithm with an additional equality constrained phase

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Trajectory-following methods for large-scale degenerate convex quadratic programming

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LOQO:an interior point code for quadratic programming

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On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

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Q-SUPERLINEAR CONVERGENCE OF PRIMAL-DUAL INTERIOR POINT QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION

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Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization

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An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization

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A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization

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Identifiers

zbMATH Open document ID

1355.65075

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Mathematics Subject Classification ID

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10.1007/S10107-016-1003-9

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Sitelinks

Mathematics(1 entry)

mardi Publication:507313

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+On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming
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@@ Property / cites work @@
+An Inexact SQP Method for Equality Constrained Optimization
+Normal rank
@@ Property / cites work @@
+A trust region method based on interior point techniques for nonlinear programming.
+Normal rank
@@ Property / cites work @@
+An Interior Point Algorithm for Large-Scale Nonlinear Programming
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@@ Property / cites work @@
+Trust Region Methods
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+An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
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+Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
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@@ Property / cites work @@
+Q2771952
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+Normal rank
@@ Property / cites work @@
+Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Nonlinear programming without a penalty function.
@@ Property / cites work: Nonlinear programming without a penalty function. / rank @@
+Normal rank
@@ Property / cites work @@
+On the Global Convergence of a Filter--SQP Algorithm
+Normal rank
@@ Property / cites work @@
+Solving symmetric indefinite systems in an interior-point method for linear programming
+Normal rank
@@ Property / cites work @@
+A primal-dual trust region algorithm for nonlinear optimization
+Normal rank
@@ Property / cites work @@
+SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Q4739659
@@ Property / cites work: Q4739659 / rank @@
+Normal rank
@@ Property / cites work @@
+Interior point methods 25 years later
@@ Property / cites work: Interior point methods 25 years later / rank @@
+Normal rank
@@ Property / cites work @@
+GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
+Normal rank
@@ Property / cites work @@
+A Second Derivative SQP Method: Global Convergence
+Normal rank
@@ Property / cites work @@
+A Second Derivative SQP Method: Local Convergence and Practical Issues
+Normal rank
@@ Property / cites work @@
+A second-derivative SQP method with a 'trust-region-free' predictor step
+Normal rank
@@ Property / cites work @@
+On solving trust-region and other regularised subproblems in optimization
+Normal rank
@@ Property / cites work @@
+Nonlinear programming without a penalty function or a filter
+Normal rank
@@ Property / cites work @@
+A new polynomial-time algorithm for linear programming
+Normal rank
@@ Property / cites work @@
+On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
+Normal rank
@@ Property / cites work @@
+On the Implementation of a Primal-Dual Interior Point Method
+Normal rank
@@ Property / cites work @@
+A sequential quadratic programming algorithm with an additional equality constrained phase
+Normal rank
@@ Property / cites work @@
+Trajectory-following methods for large-scale degenerate convex quadratic programming
+Normal rank
@@ Property / cites work @@
+LOQO:an interior point code for quadratic programming
+Normal rank
@@ Property / cites work @@
+On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
+Normal rank
@@ Property / cites work @@
+Q-SUPERLINEAR CONVERGENCE OF PRIMAL-DUAL INTERIOR POINT QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION
+Normal rank
@@ Property / cites work @@
+Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
+Normal rank
@@ Property / cites work @@
+An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
+Normal rank
@@ Property / cites work @@
+A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
+Normal rank
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+.1007/S10107-016-1003-9
@@ Property / DOI: 10.1007/S10107-016-1003-9 / rank @@
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