A sequential quadratic programming algorithm with an additional equality constrained phase

DOI10.1093/IMANUM/DRQ037MaRDI QIDQ2882357zbMATH OpenOpenAlexFDO

Authors José Luis Morales, Jorge Nocedal, Yuchen Wu

Publication date 4 May 2012

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/drq037

zbMATH Keywords

constrained optimizationglobal and local convergencenonlinear programmingnumerical resultssequential quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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• Complexity analysis of a trust funnel algorithm for equality constrained optimization
• Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
• A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem
• Primal-dual active-set methods for large-scale optimization
• An interior-point trust-funnel algorithm for nonlinear optimization
• Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
• A proximal-gradient method for equality constrained optimization
• An exact penalty method with nonmonotone line search and rapid infeasibility detection for constrained multiobjective optimization: application in supervised machine learning

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Uses Software

• CUTEr
• KNITRO
• SNOPT
• CONOPT
• SIFDecode

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