Line search filter inexact secant methods for nonlinear equality constrained optimization

DOI10.1016/J.AMC.2015.04.016MaRDI QIDQ1663551zbMATH OpenOpenAlexFDO

Authors Zhujun Wang, Li Cai, Detong 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

secant methodconstrained optimizationfilter methodMaratos effectinexact method

Mathematics Subject Classification ID

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

Recommendations

• A line search filter secant method for nonlinear equality constrained optimization
• A line search filter inexact SQP method for nonlinear equality constrained optimization
• A class of line search filter improved secant methods for nonlinear equality constrained optimization
• A filter secant method with nonmonotone line search for equality constrained optimization
• A secant algorithm with line search filter method for nonlinear optimization

Cites work

• A bundle-filter method for nonsmooth convex constrained optimization
• A restoration-free filter SQP algorithm for equality constrained optimization
• An Inexact SQP Method for Equality Constrained Optimization
• An inexact Newton method for nonconvex equality constrained optimization
• CUTE
• CUTEr and SifDec
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Local Convergence of Secant Methods for Nonlinear Constrained Optimization
• Nonlinear programming without a penalty function.
• 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

Cited in

(10)

• An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities
• A filter secant method with nonmonotone line search for equality constrained optimization
• A line search filter secant method for nonlinear equality constrained optimization
• A secant algorithm with line search filter method for nonlinear optimization
• A line search filter algorithm with inexact step computations for equality constrained optimization
• A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization
• A class of line search filter improved secant methods for nonlinear equality constrained optimization
• A line search filter inexact SQP method for nonlinear equality constrained optimization
• A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization
• Inexact Secant Methods for Nonlinear Constrained Optimization

Describes a project that uses

Uses Software

• SIFDecode
• CUTEr

This page was built for publication: Line search filter inexact secant methods for nonlinear equality constrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663551)