Line search filter inexact secant methods for nonlinear equality constrained optimization

DOI10.1016/j.amc.2015.04.016zbMath1410.49038OpenAlexW275794053MaRDI QIDQ1663551

Zhujun Wang, Li Cai, De-Tong Zhu

Publication date: 21 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.016

zbMATH Keywords

constrained optimizationsecant methodfilter methodMaratos effectinexact method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Uses Software

• CUTEr
• SifDec

Cites Work

• A restoration-free filter SQP algorithm for equality constrained optimization
• An inexact Newton method for nonconvex equality constrained optimization
• A bundle-filter method for nonsmooth convex constrained optimization
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization
• Local Convergence of Secant Methods for Nonlinear Constrained Optimization
• An Inexact SQP Method for Equality Constrained Optimization
• CUTE
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• CUTEr and SifDec
• Nonlinear programming without a penalty function.