Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs

DOI10.1137/060669930zbMath1179.65065OpenAlexW2052312775MaRDI QIDQ5320683

Michael P. Friedlander, Sven Leyffer

Publication date: 22 July 2009

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5e868cec7c6b794728ecfddf97ea2cbb54b5ed3c

zbMATH Keywords

quadratic programminglarge-scale optimizationaugmented Lagrangianfilter methodsgradient projectionactive-set methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Methods of reduced gradient type (90C52)

Related Items (9)

On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with application ⋮ An active set algorithm for nonlinear optimization with polyhedral constraints ⋮ A boundary piecewise constant level set method for boundary control of eigenvalue optimization problems ⋮ An augmented Lagrangian filter method ⋮ MINQ8: general definite and bound constrained indefinite quadratic programming ⋮ A primal-dual regularized interior-point method for convex quadratic programs ⋮ A dual gradient-projection method for large-scale strictly convex quadratic problems ⋮ An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming ⋮ Methods for convex and general quadratic programming

Uses Software

• KNITRO
• MA57
• CUTEr
• PETSc
• PROPACK
• SifDec
• QPA
• TRON
• TAO

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