Sequential systems of linear equations algorithm for nonlinear optimization problems -- general constrained problems.
From MaRDI portal
Publication:1412598
DOI10.1016/S0096-3003(02)00662-8zbMath1044.65051MaRDI QIDQ1412598
Fang Wu, Zi-You Gao, Guo-Ping He
Publication date: 25 November 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Algorithmcomparison of methodsnumerical examplessuperlinear convergenceConstrained optimizationsuccessive quadratic programmingSequential systems of linear equations
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
Related Items
Parallel SSLE algorithm for large scale constrained optimization, A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse, Sequential systems of linear equations method for general constrained optimization without strict complementarity
Cites Work
- Unnamed Item
- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
- More test examples for nonlinear programming codes
- Test example for nonlinear programming codes
- A two-stage feasible directions algorithm for nonlinear constrained optimization
- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- The watchdog technique for forcing convergence in algorithms for constrained optimization
- Feasible directions algorithms for optimization problems with equality and inequality constraints