Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions

DOI10.1016/J.EJOR.2011.10.055zbMath1244.90225OpenAlexW2075894222MaRDI QIDQ439450

Chun-Ming Tang, Jin-Bao Jian

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.10.055

zbMATH Keywords

global convergencenonlinear programmingnonsmoothstrongly sub-feasible directionsubgradient aggregation

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (7)

A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization ⋮ A multi-step doubly stabilized bundle method for nonsmooth convex optimization ⋮ A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization ⋮ Unnamed Item ⋮ A feasible point method with bundle modification for nonsmooth convex constrained optimization ⋮ A proximal-projection partial bundle method for convex constrained minimax problems ⋮ A new restricted memory level bundle method for constrained convex nonsmooth optimization

Uses Software

• SolvOpt
• PLCP
• SQPlab

Cites Work

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• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
• A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
• The Cutting-Plane Method for Solving Convex Programs
• A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization
• A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
• An active set method for solving linearly constrained nonsmooth optimization problems
• Monotone Operators and the Proximal Point Algorithm
• Combined phase I—phase II methods of feasible directions
• An Algorithm for the Inequality-Constrained Discrete Min--Max Problem
• Survey of Bundle Methods for Nonsmooth Optimization
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
• On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming
• A computational comparison of some non-linear programs
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• Nonlinear programming without a penalty function.

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