A Robust Algorithm for Optimization with General Equality and Inequality Constraints
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Cited in
(34)- scientific article; zbMATH DE number 1932419 (Why is no real title available?)
- A kind of nonmonotone filter method for nonlinear complementarity problem
- On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
- Nonlinear programming without a penalty function or a filter
- A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
- A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization
- A globally convergent primal-dual interior-point relaxation method for nonlinear programs
- Robust saddle‐point criterion in second‐order partial differential equation and partial differential inequation constrained control problems
- A variant of SQP method for inequality constrained optimization and its global convergence
- An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
- A wedge trust region method with self-correcting geometry for derivative-free optimization
- Various duality models associated with some constrained robust nonlinear optimal control problems
- Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
- Sequential penalty algorithm for nonlinear constrained optimization
- ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints
- Necessary and sufficient optimality conditions for some robust variational problems
- A robust SQP method based on a smoothing lower order penalty function†
- A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization
- A sequential quadratic programming method for constrained multi-objective optimization problems
- Robust optimality in constrained optimization problems with application in mechanics
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- A modified SQP method with nonmonotone technique and its global convergence
- A robust trust region method for nonlinear optimization with inequality constraint
- Robust penalty function method for an uncertain multi-time control optimization problems
- An overview of nonlinear optimization
- Global convergence on an active set SQP for inequality constrained optimization
- Inequality-Equality Constrained Optimization: An Analytical Robustness Comparison of a Feasibility Method Versus L1 Sequential Quadratic Programming
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- A robust SQP method for mathematical programs with linear complementarity constraints
- An SQP-type proximal gradient method for composite optimization problems with equality constraints
- Generalized monotone line search SQP algorithm for constrained minimax problems
- Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions
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