A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
From MaRDI portal
Publication:2125656
DOI10.1007/S10255-022-1081-9zbMATH Open1490.90216OpenAlexW4226052098MaRDI QIDQ2125656FDOQ2125656
Publication date: 14 April 2022
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-022-1081-9
Recommendations
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- An SQP-type method with superlinear convergence for nonlinear semidefinite programming
- A line search exact penalty method for nonlinear semidefinite programming
- An inexact line search SQP-filter method for nonlinear programming problems
- A penalty-function-free line search SQP method for nonlinear programming
- An SQP method with a revised non-monotone line search
- A line search filter inexact SQP method for nonlinear equality constrained optimization
- scientific article; zbMATH DE number 1014538
- An SQP approach with line search for a system of nonlinear equations
- A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
Cites Work
- Title not available (Why is that?)
- On the Global Convergence of a Filter--SQP Algorithm
- Handbook of semidefinite programming. Theory, algorithms, and applications
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- A line search exact penalty method using steering rules
- First and second order analysis of nonlinear semidefinite programs
- Optimality conditions for nonconvex semidefinite programming
- Solving nonconvex SDP problems of structural optimization with stability control
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
- Robust Control via Sequential Semidefinite Programming
- A Global Algorithm for Nonlinear Semidefinite Programming
- A filter algorithm for nonlinear semidefinite programming
- A primal-dual interior point method for nonlinear semidefinite programming
- Optimal design of trusses under a nonconvex global buckling constraint
- An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
- Fixed-orderH? control design via a partially augmented Lagrangian method
- Failure of global convergence for a class of interior point methods for nonlinear programming
- A sensitivity result for quadratic semidefinite programs with an application to a sequential quadratic semidefinite programming algorithm
- On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming
- A filter method for nonlinear semidefinite programming with global convergence
- Duality theories in nonlinear semidefinite programming
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- Optimality conditions and global convergence for nonlinear semidefinite programming
- A line search exact penalty method for nonlinear semidefinite programming
- Penalty/Barrier multiplier algorthm for semidefinit programming∗
- A primal-dual interior point method for large-scale free material optimization
This page was built for publication: A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2125656)