On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
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(68)- A class of superlinearly convergent projection algorithms with relaxed stepsizes
- Convergent stepsizes for constrained optimization algorithms
- A heuristic algorithm for nonlinear programming
- A projected Newton method for minimization problems with nonlinear inequality constraints
- An efficiently implementable Gauss-Newton-like method for solving singular nonlinear equations
- A trust region algorithm for equality constrained optimization
- A constrained min-max algorithm for rival models of the same economic system
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- Perturbation lemma for the Newton method with application to the SQP Newton method
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
- Two-step and three-step Q-superlinear convergence of SQP methods
- Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
- New sequential quadratic programming algorithm with consistent subproblems
- Sequential systems of linear equations algorithm for nonlinear optimization problems with general constraints
- Sequential quadratic programming for large-scale nonlinear optimization
- Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
- A successive quadratic programming method that uses new corrections for search directions
- Unification of basic and composite nondifferentiable optimization
- A superlinearly convergent numerical algorithm for nonlinear programming
- An improved feasible QP-free algorithm for inequality constrained optimization
- A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems
- An approximate Jacobian nonlinear solver for multiphase flow and transport
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- Exact penalty function algorithm with simple updating of the penalty parameter
- Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
- The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization
- A globally and superlinearly convergent feasible QP-free method for nonlinear programming
- Secant algorithms with nonmonotone trust region that employs fletcher penalty function for constrained optimization
- Multilevel least-change Newton-like methods for equality constrained optimization problems
- Local properties of algorithms for minimizing nonsmooth composite functions
- An example of irregular convergence in some constrained optimization methods that use the projected hessian
- A successive quadratic programming algorithm with global and superlinear convergence properties
- A recursive quadratic programming algorithm that uses differentiable exact penalty functions
- An efficient algorithm for a class of equality-constrained optimization problems
- On Secant Updates for Use in General Constrained Optimization
- On the local and global convergence of a reduced Quasi-Newton method1
- Convergence of a projected gradient method with trust region for nonlinear constrained optimization†
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- A projected gradient and constraint linearization method for nonlinear model predictive control
- A quasi-Newton modified LP-Newton method
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- An infeasible active-set QP-free algorithm for general nonlinear programming
- A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
- On the local convergence of a penalty-function-free SQP method
- Superlinear convergence of an SQP-type method for nonlinear semidefinite programming
- Convergence of the BFGS-SQP Method for Degenerate Problems
- A reduced Hessian SQP method for inequality constrained optimization
- A modified QP-free feasible method
- A practical update criterion for SQP method
- A modified SQP method and its global convergence
- Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
- Local feasible QP-free algorithms for the constrained minimization of SC^1 functions
- Sequential penalty algorithm for nonlinear constrained optimization
- The strict superlinear order can be faster than the infinite order
- Newton's method and secant methods: a longstanding relationship from vectors to matrices
- Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
- Local convergence of the interior-point Newton method for general nonlinear programming
- Augmented Lagrangian based sequential quadratic programming for a constrained inverse eigenvalue problem of a graph
- Derivative-enhanced lower-Bounding in adaptive discretization for the global solution of semi-infinite optimization problems
- A type of efficient feasible SQP algorithms for inequality constrained optimization
- A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
- A cautious BFGS update for reduced Hessian SQP
- Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
- A globally and superlinearly convergent modified SQP-filter method
- An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization
- A modified SQP-filter method and its global convergence
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