Nonlinear programming and nonsmooth optimization by successive linear programming

DOI10.1007/BF01582292zbMATH Open0724.90062OpenAlexW2067824962MaRDI QIDQ2277149FDOQ2277149

Authors: Yanyan Li 

Publication date: 1989

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582292

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zbMATH Keywords

global convergencenonsmooth optimizationsuperlinear convergenceColeman-Conn methodexact \(\ell _ 1\) penalty functiontrust region constraint

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

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• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Local properties of algorithms for minimizing nonsmooth composite functions
• Sequential Quadratic Programming Methods Based on Approximating a Projected Hessian Matrix
• Nonlinear programming via an exact penalty function: Global analysis
• Nonlinear programming via an exact penalty function: Asymptotic analysis

Cited In (30)

• The Sequential Quadratic Programming Method
• Dynamic evacuation routes for personnel on a naval ship
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• An augmented Lagrangian filter method
• A proximal method for composite minimization
• An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
• Primal interior-point method for large sparse minimax optimization
• Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
• Traces and Emergence of Nonlinear Programming
• Linear-programming approach to nonconvex variational problems
• Nonlinear one-parametric bottleneck linear programming
• Corrected sequential linear programming for sparse minimax optimization
• Point-Based Set-Valued Approximations, C -Differential Operators and Applications
• Solving highly nonlinear convex separable programs using successive approximation
• On the use of piecewise linear models in nonlinear programming
• Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
• Title not available (Why is that?)
• An inexact first-order method for constrained nonlinear optimization
• Trust-region interior-point method for large sparsel₁optimization
• MPEC methods for bilevel optimization problems
• Title not available (Why is that?)
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• Title not available (Why is that?)
• A projected conjugate gradient method for sparse minimax problems
• Successive linearization methods for nonlinear semidefinite programs
• Successive linear programming for ratio goal problems
• An Improved Successive Linear Programming Algorithm
• Steering exact penalty methods for nonlinear programming
• An active set method for general linear problem subject to box constraints
• On the approximate solutions of augmented subproblems within sequential methods for nonlinear programming

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