Norm-relaxed method of feasible directions for solving nonlinear programming problems
From MaRDI portal
The paper describes a variation of a feasible direction method for solving nonlinear programming problems. The authors show that the method converges to a Fritz John point. The algorithm is a feasible direction method where the optimality of the solutions is determined according to a constrained quadratic program. This program places no explicit norm constraints on the direction vector. The step length is the standard step length function in the direction determined by the optimality function. The authors include some numerical experience with the algorithm.
Cites work
- Generalization of Murty's direct algorithm to linear and convex quadratic programming
- scientific article; zbMATH DE number 3562346 (Why is no real title available?)
- scientific article; zbMATH DE number 3407464 (Why is no real title available?)
- More test examples for nonlinear programming codes
- On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming
- Rate of Convergence of a Class of Methods of Feasible Directions
- Test examples for nonlinear programming codes
Cited in
(29)- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- Global convergence analysis of algorithms for finding feasible points in norm-relaxed MFD
- A generalization of the norm-relaxed method of feasible directions
- Convergence analysis of norm-relaxed method of feasible directions
- Self-tuning norm-relaxed method of feasible directions
- A feasible interior-point algorithm for nonconvex nonlinear programming
- Probabilistic version of the method of feasible directions.
- Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
- A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
- New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
- Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
- A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
- Quadratically constraint quadratical algorithm model for nonlinear minimax problems
- A nonlinear norm-relaxed method for finely discretized semi-infinite optimization problems
- A norm-relaxed method of feasible directions for finely discretized problems from semi-infinite programming
- A sequential quadratically constrained quadratic programming method of feasible directions
- A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
- A simply sequential quadratically constrained quadratic programming method of strongly sub-feasible directions for constrained optimization
- scientific article; zbMATH DE number 4143788 (Why is no real title available?)
- Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
- A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems
- An active set sequential quadratic programming algorithm for nonlinear optimisation
- A superlinearly convergent method of feasible directions.
- A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
- A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
- A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
- A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints
- A quadratically approximate framework for constrained optimization, global and local convergence
- A new norm-relaxed SQP algorithm with global convergence
This page was built for publication: Norm-relaxed method of feasible directions for solving nonlinear programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1338556)
