An inexact restoration strategy for the globalization of the sSQP method

DOI10.1007/S10589-012-9502-YzbMath1295.90077OpenAlexW2019894644MaRDI QIDQ2377163

Yanyan Li

Publication date: 28 June 2013

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

Full work available at URL: https://doi.org/10.1007/s10589-012-9502-y

zbMATH Keywords

global convergencesequential quadratic programmingnonlinear programmingaugmented Lagrangian

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (17)

On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods ⋮ Inexact restoration for derivative-free expensive function minimization and applications ⋮ Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function ⋮ A globally convergent regularized interior point method for constrained optimization ⋮ On the sensitivity of a Euclidean projection ⋮ Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework ⋮ Combining stabilized SQP with the augmented Lagrangian algorithm ⋮ Convergence of a stabilized SQP method for equality constrained optimization ⋮ On the cost of solving augmented Lagrangian subproblems ⋮ A regularization method for constrained nonlinear least squares ⋮ A globally convergent Levenberg-Marquardt method for equality-constrained optimization ⋮ A Regularized Factorization-Free Method for Equality-Constrained Optimization ⋮ An adaptively regularized sequential quadratic programming method for equality constrained optimization ⋮ Newton-type methods: a broader view ⋮ Subspace-stabilized sequential quadratic programming ⋮ Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it ⋮ Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it

Uses Software

• CUTEr
• quadprog
• ALGENCAN
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Cites Work

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