Robust recursive quadratic programming algorithm model with global and superlinear convergence properties

DOI10.1023/A:1022655423083zbMath0871.90058OpenAlexW183128297MaRDI QIDQ1356094

Francisco Facchinei

Publication date: 4 June 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022655423083

zbMATH Keywords

constrained optimizationexact penalty functionssuperlinear convergence ratecontinuously differentiable merit functionrobust recursive quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items (20)

Minimization of \(SC^ 1\) functions and the Maratos effect ⋮ Sequential penalty algorithm for nonlinear constrained optimization ⋮ A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization ⋮ A sequential equality constrained quadratic programming algorithm for inequality constrained optimization ⋮ A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty ⋮ A sequential quadratically constrained quadratic programming method of feasible directions ⋮ An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity ⋮ Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization ⋮ A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity ⋮ A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity ⋮ Sequential systems of linear equations method for general constrained optimization without strict complementarity ⋮ Constraint incorporation in optimization ⋮ A robust SQP method based on a smoothing lower order penalty function† ⋮ An active set sequential quadratic programming algorithm for nonlinear optimisation ⋮ Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation ⋮ Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs ⋮ Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity ⋮ A superlinearly and quadratically convergent SQP type feasible method for constrained optimization ⋮ A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity constraints ⋮ A SQP method for inequality constrained optimization.

Cites Work

• An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
• Local analysis of Newton-type methods for variational inequalities and nonlinear programming
• A robust sequential quadratic programming method
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• Minimization of \(SC^ 1\) functions and the Maratos effect
• A nonsmooth version of Newton's method
• A sequential quadratic programming method for potentially infeasible mathematical programs
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• An exact penalty function method with global convergence properties for nonlinear programming problems
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• New Results on a Continuously Differentiable Exact Penalty Function
• A Robust Trust Region Method for Constrained Nonlinear Programming Problems
• Semismooth and Semiconvex Functions in Constrained Optimization

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