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

DOI10.1016/j.cam.2008.03.048zbMath1160.90007MaRDI 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 optimization; systems of linear equations; norm-relaxed SQP method; method of strongly sub-feasible directions; global convergence, superlinear convergence

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

Related Items

A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems, A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization, A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence, 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 superlinearly convergent hybrid algorithm for solving nonlinear programming, 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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• More test examples for nonlinear programming codes
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• A new SQP method of feasible directions for nonlinear programming.
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• A superlinearly and quadratically convergent SQP type feasible method for constrained optimization
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• 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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