A robust sequential quadratic programming method
From MaRDI portal
The authors propose a modification of the SQP-approach for solving nonlinear programming problems. It is well-known that in the classical approach developed by Wilson, Han and Powell the quadratic subproblems can be infeasible. To overcome this drawback such QP-subproblems are defined, in which the right-hand vector of the constraints ensures feasibility and furthermore, the search direction obtained from this subproblem is a descent direction for a distance function to measure the nonfeasibility of the actual iteration point. After the discussion of the modified quadratic subproblem special attention is given to the update of the penalty parameter in the merit function which is used in the line search phase for the determination of the step length. Under suitable assumptions it is proved that an SQP-method based on these subproblems will be global convergent to a stationary point, i.e. a point which is either a Kuhn-Tucker point, a Fritz-John point of the nonlinear problem, or a stationary point of the above remarked distance function. At the end of the paper the authors give some useful hints for implementation and two illustrative examples.
Recommendations
Cites work
- A Gauss-Newton Approach to Solving Generalized Inequalities
- A globally convergent method for nonlinear programming
- A lower bound for the controlling parameters of the exact penalty functions
- A model algorithm for composite nondifferentiable optimization problems
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- Algorithms for nonlinear constraints that use lagrangian functions
- APPROXIMATIVE PROPERTIES OF SETS IN NORMED LINEAR SPACES
- Descent methods for composite nondifferentiable optimization problems
- Exact penalty functions in nonlinear programming
- scientific article; zbMATH DE number 3744430 (Why is no real title available?)
- scientific article; zbMATH DE number 3583207 (Why is no real title available?)
- scientific article; zbMATH DE number 3323651 (Why is no real title available?)
- scientific article; zbMATH DE number 3422206 (Why is no real title available?)
- On conditions to have bounded multipliers in locally lipschitz programming
- Optimization and nonsmooth analysis
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Projected gradient methods for linearly constrained problems
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- 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
Cited in
(81)- An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
- A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization
- A modified SQP method with nonmonotone technique and its global convergence
- Penalty functions, Newton's method, and quadratic programming
- A new successive quadratic programming algorithm
- A new technique for inconsistent QP problems in the SQP method
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- Analysis and implementation of a dual algorithm for constrained optimization
- Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
- An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point
- New sequential quadratic programming algorithm with consistent subproblems
- A SQP method for inequality constrained optimization.
- Error bounds and finite termination for constrained optimization problems
- Augmented Lagrangian and exact penalty methods for quasi-variational inequalities
- Global convergence on an active set SQP for inequality constrained optimization
- A new result on second-order necessary conditions for nonlinear programming
- Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation
- Exact barrier function methods for Lipschitz programs
- A successive quadratic programming method that uses new corrections for search directions
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- A sequential quadratic programming method for constrained multi-objective optimization problems
- A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming
- An interval sequential linear programming for nonlinear robust optimization problems
- A feasible SQP method for nonlinear programming
- A robust algorithm for quadratic optimization under quadratic constraints
- On the augmented subproblems within sequential methods for nonlinear programming
- A variant of SQP method for inequality constrained optimization and its global convergence
- Parameter optimization using the L_ exact penalty function and strictly convex quadratic programming problems
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- A robust SQP method for mathematical programs with linear complementarity constraints
- A feasible filter SQP algorithm with global and local convergence
- On the numerical modeling of convex particle assemblies with friction
- A sequential quadratic programming method for potentially infeasible mathematical programs
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
- Some new facts about sequential quadratic programming methods employing second derivatives
- A second-derivative SQP method with a `trust-region-free' predictor step
- An interior point method for nonlinear programming with infeasibility detection capabilities
- An exact penalty method for nonconvex problems covering, in particular, nonlinear programming, semidefinite programming, and second-order cone programming
- Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
- Implementation of a robust SQP algorithm
- A robust SQP method based on a smoothing lower order penalty function†
- A restoration-free filter SQP algorithm for equality constrained optimization
- scientific article; zbMATH DE number 4066630 (Why is no real title available?)
- scientific article; zbMATH DE number 1354482 (Why is no real title available?)
- A line search exact penalty method using steering rules
- A modified sequential quadratic programming method for nonlinear programming
- scientific article; zbMATH DE number 4121777 (Why is no real title available?)
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- An infeasible active-set QP-free algorithm for general nonlinear programming
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- Sequential quadratic optimization for nonlinear optimization problems on Riemannian manifolds
- A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization
- On sequential approximate simultaneous analysis and design in classical topology optimization
- A robust implementation of a sequential quadratic programming algorithm with successive error restoration
- A kind of nonmonotone filter method for nonlinear complementarity problem
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- A modified SQP method and its global convergence
- A modified SQP method and its global convergence
- Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
- Sequential penalty algorithm for nonlinear constrained optimization
- A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
- Dynamics and phase coordination of multi-module vibration-driven locomotion robots with linear or nonlinear connections
- Switching stepsize strategies for sequential quadratic programming
- Convergence rate for diminishing stepsize methods in nonconvex constrained optimization via ghost penalties
- Level constrained first order methods for function constrained optimization
- NE/SQP: A robust algorithm for the nonlinear complementarity problem
- A trust region SQP-filter method for nonlinear second-order cone programming
- A globally convergent SQP-type method with least constraint violation for nonlinear semidefinite programming
- On detecting degenerate stationarity
- Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
- A natural SQP method with potentially infeasible subproblems for nonlinear optimization
- A penalty-free method with nonmonotone line search for nonlinear optimization
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
- A decoupling approach for time-dependent robust optimization with application to power semiconductor devices
- A smoothing QP-free infeasible method for nonlinear inequality constrained optimization
- A globally and superlinearly convergent modified SQP-filter method
- Global convergence of a robust filter SQP algorithm
- A modified SQP-filter method and its global convergence
This page was built for publication: A robust sequential quadratic programming method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1825141)
