A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
Publication:2430756
DOI10.1007/s11075-010-9403-zzbMath1216.65071OpenAlexW2081363649MaRDI QIDQ2430756
Publication date: 8 April 2011
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-010-9403-z
convergenceglobal convergencenumerical examplesline searchnon-monotoneMaratos effectsuccessive quadratic programming (SQP)local superlinear convergencegeneral nonlinear programmingmultidimensional filterWächter-Biegler methods
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
Related Items (12)
Uses Software
Cites Work
- Unnamed Item
- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
- A modified SQP method with nonmonotone technique and its global convergence
- A filter interior-point algorithm with projected Hessian updating for nonlinear optimization
- Test examples for nonlinear programming codes
- Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
- Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
- A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
- Numerical Optimization
- Trust Region Methods
- A Globally Convergent Filter Method for Nonlinear Programming
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- A Nonmonotone Line Search Technique for Newton’s Method
- On the Global Convergence of a Filter--SQP Algorithm
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
- Line Search Filter Methods for Nonlinear Programming: Local Convergence
- A Filter-Trust-Region Method for Unconstrained Optimization
- Benchmarking optimization software with performance profiles.
- Nonlinear programming without a penalty function.
This page was built for publication: A non-monotone line search multidimensional filter-SQP method for general nonlinear programming