An inexact sequential quadratic optimization algorithm for nonlinear optimization

DOI10.1137/130918320MaRDI QIDQ2934470zbMATH OpenOpenAlexFDO

Authors Travis C. Johnson, Daniel P. Robinson, Andreas Wächter, Frank E. Curtis

Publication date 12 December 2014

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

Full work available at URL https://semanticscholar.org/paper/277b538eb67562441cd44d0bb07ae5de1d227ef6

zbMATH Keywords

global convergenceinexact Newton methodMangasarian-Fromovitz constraint qualificationKKT-pointssequential quadratic optimizationreal-time optimal controlnonlinear optimization with constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05)

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• An active set sequential quadratic programming algorithm for nonlinear optimisation
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• Monotone splitting sequential quadratic optimization algorithm with applications in electric power systems
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• A nonmonotone filter SQP method: local convergence and numerical results
• Optimum/adaptive incremental sequence in nonlinear analysis
• A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
• An SQP-type proximal gradient method for composite optimization problems with equality constraints
• Lifted collocation integrators for direct optimal control in ACADO toolkit
• Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
• Sequential quadratic optimization for nonlinear optimization problems on Riemannian manifolds
• A dual gradient-projection method for large-scale strictly convex quadratic problems

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