Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems

DOI10.1007/BF02192227zbMATH Open0830.90125MaRDI QIDQ1897451FDOQ1897451

Authors: Francisco Facchinei, Stefano Lucidi 

Publication date: 9 October 1995

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

quadratic convergencesuperlinear convergencestrict complementarityquasi-Newton algorithmsmultiplier functionsinequality constrained minimization problems

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited In (63)

• Total Variation Based Community Detection Using a Nonlinear Optimization Approach
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• On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
• A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
• An SQP algorithm for mathematical programs with nonlinear complementarity constraints
• A truly variationally consistent and symmetric mortar-based contact formulation for finite deformation solid mechanics
• A two-stage active-set algorithm for bound-constrained optimization
• Title not available (Why is that?)
• A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
• A type of efficient feasible SQP algorithms for inequality constrained optimization
• A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity
• An active set strategy based on the multiplier function or the gradient.
• A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
• Global and local convergence of a class of penalty-free-type methods for nonlinear programming
• A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
• A feasible SQP method for nonlinear programming
• An improved strongly sub-feasible SSLE method for optimization problems and numerical experiments
• A modified QP-free feasible method
• An accurate active set Newton algorithm for large scale bound constrained optimization.
• Sequential systems of linear equations method for general constrained optimization without strict complementarity
• A fast active set block coordinate descent algorithm for \(\ell_1\)-regularized least squares
• A penalty-function-free line search SQP method for nonlinear programming
• An active set quasi-Newton method with projected search for bound constrained minimization
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• Local feasible QP-free algorithms for the constrained minimization of SC\(^1\) functions
• Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation
• A globally and superlinearly convergent modified SQP-filter method
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• AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY
• Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
• A new SQP method of feasible directions for nonlinear programming.
• A feasible active set method with reoptimization for convex quadratic mixed-integer programming
• A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations
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• A nonmonotone filter method for nonlinear optimization
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• Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
• A decomposition method for Lasso problems with zero-sum constraint
• An exact penalty-Lagrangian approach for large-scale nonlinear programming
• An infeasible active-set QP-free algorithm for general nonlinear programming
• A feasible and superlinear algorithm for inequality constrained minimization problems
• Convergence rates of a multilevel method for the regularization of nonlinear ill-posed problems
• An improved SQP algorithm for solving minimax problems
• An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints
• A new feasible descent primal-dual interior point algorithm for nonlinear inequality constrained optimization

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