A recursive quadratic programming algorithm that uses differentiable exact penalty functions
From MaRDI portal
Recommendations
- A recursive quadric programming algorithm that uses new nondifferentiable penalty functions
- scientific article; zbMATH DE number 621945
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
- scientific article; zbMATH DE number 7590223
Cites work
- A globally convergent method for nonlinear programming
- An exact penalty function for nonlinear programming with inequalities
- scientific article; zbMATH DE number 3852805 (Why is no real title available?)
- scientific article; zbMATH DE number 3862950 (Why is no real title available?)
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 3696832 (Why is no real title available?)
- scientific article; zbMATH DE number 3727523 (Why is no real title available?)
- scientific article; zbMATH DE number 3520162 (Why is no real title available?)
- On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
- On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- Recursive quadratic programming methods based on the augmented lagrangian
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
- The watchdog technique for forcing convergence in algorithms for constrained optimization
Cited in
(54)- An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
- A trust region algorithm for equality constrained optimization
- Sequential quadratic programming for certain parameter identification problems
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- A new successive quadratic programming algorithm
- A sequential quadratic programming-based algorithm for the optimization of gas networks
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- A recursive quadric programming algorithm that uses new nondifferentiable penalty functions
- Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
- A null space method for solving system of equations.
- Nonmonotonic projected algorithm with both trust region and line search for constrained optimization
- An efficient sequential quadratic programming algorithm for nonlinear programming
- A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity
- Global convergence on an active set SQP for inequality constrained optimization
- Some improved projected quasi-Newton algorithms and their convergence. I: Methods and global behavior
- A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization
- Geometric approach to Fletcher's ideal penalty function
- Step-by-step quadratic penalty solution of a quadratic programming problem
- A successive quadratic programming method that uses new corrections for search directions
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- On combining feasibility, descent and superlinear convergence in inequality constrained optimization
- CDT like approaches for the system of nonlinear equations
- An SQP approach with line search for a system of nonlinear equations
- An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
- An analysis of reduced Hessian methods for constrained optimization
- A dynamic system approach to quadratic programming problems with penalty method
- A nonmonotone filter SQP method: local convergence and numerical results
- scientific article; zbMATH DE number 4167856 (Why is no real title available?)
- A Globally Convergent Version of REQP for Constrained Minimization
- scientific article; zbMATH DE number 4078664 (Why is no real title available?)
- A anonmonotone line search technique for improved projected quasi-newton methods*this research was supported in party by the national natural science foundation of china$ef:
- An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables
- scientific article; zbMATH DE number 621945 (Why is no real title available?)
- Combining Trust Region and Line Search Methods for Equality Constrained Optimization
- A projected gradient and constraint linearization method for nonlinear model predictive control
- An affine scaling interior point backtracking algorithm for nonlinear constrained optimisation
- Differentiable Piecewise Quadratic Exact Penalty Functions for Quadratic Programs with Simple Bound Constraints
- Convergence of the BFGS-SQP Method for Degenerate Problems
- A reduced Hessian SQP method for inequality constrained optimization
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- A practical update criterion for SQP method
- A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty
- Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
- A family of improved secant methods via nonmonotone curvilinear paths technique for equality constrained optimization
- Spatiotemporal vaccine allocation policies for epidemics with behavioral feedback dynamics
- Switching stepsize strategies for sequential quadratic programming
- An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization
- On the numerical realization of the exact penalty method for quadratic programming algorithms
- A type of efficient feasible SQP algorithms for inequality constrained optimization
- A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
- A cautious BFGS update for reduced Hessian SQP
- Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
This page was built for publication: A recursive quadratic programming algorithm that uses differentiable exact penalty functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3734178)