On the Convergence of Successive Linear-Quadratic Programming Algorithms

DOI10.1137/S1052623403426532MaRDI QIDQ5470205zbMATH OpenOpenAlexFDO

Authors R. H. Byrd, Nicholas I. M. Gould, Jorge Nocedal, Richard A. Waltz

Publication date 30 May 2006

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

Full work available at URL https://doi.org/10.1137/s1052623403426532

zbMATH Keywords

global convergence theorynonlinear optimizationpenalty parameter updatessequential linear programming

Mathematics Subject Classification ID

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

Recommendations

• A new successive quadratic programming algorithm
• An Improved Successive Linear Programming Algorithm
• scientific article; zbMATH DE number 4158404
• Nonlinear programming algorithms using trust regions and augmented Lagrangians with nonmonotone penalty parameters.
• scientific article; zbMATH DE number 5987581

Cited in

(32)

• A new successive quadratic programming algorithm
• On the use of piecewise linear models in nonlinear programming
• Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
• Nonlinear programming and nonsmooth optimization by successive linear programming
• A penalty-interior-point algorithm for nonlinear constrained optimization
• On the complexity of finding first-order critical points in constrained nonlinear optimization
• Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
• Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
• A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
• On the convergence of an active-set method for _1 minimization
• A proximal method for composite minimization
• scientific article; zbMATH DE number 3887009 (Why is no real title available?)
• scientific article; zbMATH DE number 4158404 (Why is no real title available?)
• Strong uniqueness in sequential linear programming
• Steering exact penalty methods for nonlinear programming
• An Improved Successive Linear Programming Algorithm
• scientific article; zbMATH DE number 4047434 (Why is no real title available?)
• A line search exact penalty method using steering rules
• A sequential algorithm for solving nonlinear optimization problems with chance constraints
• Sequential Quadratic Programming with Penalization of the Displacement
• scientific article; zbMATH DE number 3892957 (Why is no real title available?)
• Ambiguity in portfolio selection
• Convergence of Successive Approximation Methods with Parameter Target Sets
• DrAmpl: A meta solver for optimization problem analysis
• A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
• Convergence analysis and competitive numerical results of a trust region-line search projected exact penalty algorithm
• Simple solution methods for separable mixed linear and quadratic knapsack problem
• Subspace methods for nonlinear optimization
• Fair machine learning through constrained stochastic optimization and an -constraint method
• An exact penalty method with nonmonotone line search and rapid infeasibility detection for constrained multiobjective optimization: application in supervised machine learning
• Mixed-integer linearity in nonlinear optimization: a trust region approach
• A successive linear approximation algorithm for the global minimization of a concave quadratic program

This page was built for publication: On the Convergence of Successive Linear-Quadratic Programming Algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5470205)