A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming

DOI10.1080/00207160802702400zbMath1183.65070OpenAlexW2087900736MaRDI QIDQ5850766

Pu, Dingguo, Chungen Shen, Wenjuan Xue

Publication date: 15 January 2010

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160802702400

zbMATH Keywords

nonlinear programmingSQPtrust regionKKT pointmultidimensional filter

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items

An accelerating algorithm for globally solving nonconvex quadratic programming, A dwindling filter line search algorithm for nonlinear equality constrained optimization, A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization, Nonmonotone filter DQMM method for the system of nonlinear equations

Uses Software

• Filtrane

Cites Work

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