On the global convergence of an SLP-filter algorithm that takes EQP steps
From MaRDI portal
Publication:1396913
DOI10.1007/s10107-003-0378-6zbMath1023.90060OpenAlexW2029564096MaRDI QIDQ1396913
Roger Fletcher, Choong Ming Chin
Publication date: 14 July 2003
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-003-0378-6
multiobjective optimizationnonlinear programmingsequential linear programmingequality constrained quadratic programmingtrust region filter-type methods
Related Items
Global convergence of a new nonmonotone filter method for equality constrained optimization, A stabilized filter SQP algorithm for nonlinear programming, A line search filter inexact SQP method for nonlinear equality constrained optimization, An interior point method for nonlinear programming with infeasibility detection capabilities, Line search filter inexact secant methods for nonlinear equality constrained optimization, A new penalty-free-type algorithm based on trust region techniques, On the use of piecewise linear models in nonlinear programming, An improved nonmonotone filter trust region method for equality constrained optimization, Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming, An improved line search filter method for the system of nonlinear equations, A filter algorithm with inexact line search, A nonmonotone line search filter algorithm for the system of nonlinear equations, A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization, An augmented Lagrangian filter method, An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints, A filter-trust-region method for LC 1 unconstrained optimization and its global convergence, Steering exact penalty methods for nonlinear programming, Global convergence of a general filter algorithm based on an efficiency condition of the step, On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure, Global convergence of slanting filter methods for nonlinear programming, An exact penalty-Lagrangian approach for large-scale nonlinear programming, Penalty-free method for nonsmooth constrained optimization via radial basis functions, Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs, A globally convergent sequential linear programming algorithm for mathematical programs with linear complementarity constraints, A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics, A nonmonotone filter trust region method for nonlinear constrained optimization, Global convergence of a filter-trust-region algorithm for solving nonsmooth equations, The Sequential Quadratic Programming Method, A projection-filter method for solving nonlinear complementarity problems, Global and local convergence of a class of penalty-free-type methods for nonlinear programming, Sequential quadratic programming with a flexible step acceptance strategy, A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems, A nonmonotone filter method for nonlinear optimization, A filter trust-region algorithm for unconstrained optimization with strong global convergence properties, A trust region filter method for general non-linear programming, An SQP-filter method for inequality constrained optimization and its global convergence, A filter-line-search method for unconstrained optimization, Global and local convergence of a filter line search method for nonlinear programming, A filter-trust-region method for simple-bound constrained optimization, Filter-based DIRECT method for constrained global optimization, A feasible filter SQP algorithm with global and local convergence, A penalty-free method with line search for nonlinear equality constrained optimization, Local convergence of filter methods for equality constrained non-linear programming, Global convergence of a tri-dimensional filter SQP algorithm based on the line search method, A trust-region SQP method without a penalty or a filter for nonlinear programming, A line search SQP method without a penalty or a filter, A modified SQP method with nonmonotone technique and its global convergence, A line search filter algorithm with inexact step computations for equality constrained optimization, Optimization under Uncertainty via CometBoards, Filter-based stochastic algorithm for global optimization, A filter method for solving nonlinear complementarity problems, MPEC Methods for Bilevel Optimization Problems, A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization, Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints, A central path interior point method for nonlinear programming and its local convergence
Uses Software