An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization

DOI10.1137/0802012MaRDI QIDQ4018392zbMATH OpenOpenAlexFDO

Authors R. H. Byrd, Richard Tapia, Yin Zhang

Publication date 16 January 1993

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1911/101656

zbMATH Keywords

superlinear convergencenonlinearly constrained optimizationBFGS secant methodmerit-function line search SQPstructured augmented Lagrangian secant update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cited in

(18)

• Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
• An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
• On Secant Updates for Use in General Constrained Optimization
• A primal-dual augmented Lagrangian
• Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization
• A regularized factorization-free method for equality-constrained optimization
• Orthogonal and conjugate basis methods for solving equality constrained minimization problems
• Local convergence analysis for the REQP algorithm using conjugate basis matrices
• On averaging and representation properties of the BFGS and related secant updates
• Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
• Sizing the BFGS and DFP updates: Numerical study
• Algorithm 813
• Sequential quadratic programming (SQP) for optimal control in direct numerical simulation of turbulent flow
• Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
• An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems
• A new technique for inconsistent QP problems in the SQP method
• Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
• Adaptive algorithm for constrained least-squares problems

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