A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization

DOI10.1016/J.CAM.2008.03.048zbMath1160.90007OpenAlexW1977625243MaRDI QIDQ2378276

Xiao-Yan Ke, Hai-Yan Zheng, Jin-Bao Jian, Chun-Ming Tang

Publication date: 7 January 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.03.048

zbMATH Keywords

constrained optimizationsystems of linear equationsnorm-relaxed SQP methodmethod of strongly sub-feasible directionsglobal convergence, superlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (9)

A superlinearly convergent hybrid algorithm for solving nonlinear programming ⋮ A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence ⋮ A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization ⋮ A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems ⋮ Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems ⋮ A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences ⋮ An improved sequential quadratic programming algorithm for solving general nonlinear programming problems ⋮ A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization ⋮ A simply sequential quadratically constrained quadratic programming method of strongly sub-feasible directions for constrained optimization

Uses Software

• CUTEr
• SifDec

Cites Work

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• A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
• A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
• A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
• CUTEr and SifDec
• A superlinearly convergent method of feasible directions.

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