Infeasibility Detection and SQP Methods for Nonlinear Optimization
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(46)- Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- An infeasibility certificate for nonlinear programming based on Pareto criticality condition
- Analyzing infeasible nonlinear programs
- Two-phase-SQP method with higher-order convergence property
- An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
- Optimality properties of an augmented Lagrangian method on infeasible problems
- A penalty-interior-point algorithm for nonlinear constrained optimization
- On the augmented subproblems within sequential methods for nonlinear programming
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization
- A feasible filter SQP algorithm with global and local convergence
- A superlinearly convergent hybrid algorithm for solving nonlinear programming
- Feasibility control in nonlinear optimization
- A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
- An inexact ℓ1penalty SQP algorithm for PDE-constrained optimization with an application to shape optimization in linear elasticity
- Using interior-point methods within an outer approximation framework for mixed integer nonlinear programming
- 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
- A nonmonotone filter SQP method: local convergence and numerical results
- A stabilized filter SQP algorithm for nonlinear programming
- A sequential quadratic optimization algorithm with rapid infeasibility detection
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- Inequality-Equality Constrained Optimization: An Analytical Robustness Comparison of a Feasibility Method Versus L1 Sequential Quadratic Programming
- Optimal control problems with incomplete and different integral time domains in the objective and constraints
- An inexact first-order method for constrained nonlinear optimization
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- A globally convergent primal-dual interior-point relaxation method for nonlinear programs
- An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts
- A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
- Detecting infeasibility in infeasible-interior-point methods for optimization
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- Multiobjective optimization with least constraint violation: optimality conditions and exact penalization
- Study on convex optimization with least constraint violation under a general measure
- The augmented Lagrangian method can approximately solve convex optimization with least constraint violation
- A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees
- An overview of nonlinear optimization
- Infeasible and critically feasible optimal control
- An SQP-type proximal gradient method for composite optimization problems with equality constraints
- A globally convergent SQP-type method with least constraint violation for nonlinear semidefinite programming
- Optimization with least constraint violation
- A natural SQP method with potentially infeasible subproblems for nonlinear optimization
- Augmented Lagrangian methods for nonlinear programming with possible infeasibility
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- Global convergence of a robust filter SQP algorithm
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