A natural SQP method with potentially infeasible subproblems for nonlinear optimization
From MaRDI portal
Cites work
- A filter method with unified step computation for nonlinear optimization
- A globally convergent method for nonlinear programming
- A line search exact penalty method using steering rules
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- A line search penalty-free SQP method for equality-constrained optimization without Maratos effect
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
- A new technique for inconsistent QP problems in the SQP method
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- A robust sequential quadratic programming method
- A sequential quadratic optimization algorithm with rapid infeasibility detection
- A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization
- A sequential quadratic programming method for potentially infeasible mathematical programs
- A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- An inexact sequential quadratic optimization algorithm for nonlinear optimization
- Benchmarking optimization software with performance profiles.
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Failure of global convergence for a class of interior point methods for nonlinear programming
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
- scientific article; zbMATH DE number 107545 (Why is no real title available?)
- scientific article; zbMATH DE number 3583207 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Newton-Type Methods for Optimization and Variational Problems
- Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
- Nonlinear programming without a penalty function.
- On the Global Convergence of a Filter--SQP Algorithm
- Optimization with least constraint violation
- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- Revisions of constraint approximations in the successive QP method for nonlinear programming problems
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Steering exact penalty methods for nonlinear programming
- Test example for nonlinear programming codes
- The augmented Lagrangian method can approximately solve convex optimization with least constraint violation
This page was built for publication: A natural SQP method with potentially infeasible subproblems for nonlinear optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7307976)
