A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization

DOI10.1007/s11424-012-0036-2zbMath1292.90279OpenAlexW1993523241MaRDI QIDQ2439887

Chao Gu, De-Tong Zhu

Publication date: 18 March 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-0036-2

zbMATH Keywords

convergenceLagrangian functionline searchfilter methodnonmonotoneMaratos effect

Mathematics Subject Classification ID

Nonlinear programming (90C30) Large-scale systems (93A15)

Related Items (3)

On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization ⋮ A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results ⋮ An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization

Cites Work

• Global convergence of nonmonotone descent methods for unconstrained optimization problems
• More test examples for nonlinear programming codes
• Test examples for nonlinear programming codes
• Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• Numerical experience with a reduced Hessian method for large scale constrained optimization
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Numerical Optimization
• A Globally Convergent Filter Method for Nonlinear Programming
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• 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
• A Reduced Hessian Method for Large-Scale Constrained Optimization
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
• Global convergece of the bfgs algorithm with nonmonotone linesearch^∗∗this work is supported by national natural science foundation$ef:
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Nonlinear programming without a penalty function.
• On the nonmonotone line search

This page was built for publication: A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization