A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization

DOI10.1007/S13160-017-0236-1zbMATH Open1370.49031OpenAlexW2587469071MaRDI QIDQ2364355FDOQ2364355

Detong Zhu, Lili Pang

Publication date: 19 July 2017

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-017-0236-1

zbMATH Keywords

global convergencenonlinear optimizationline searchlocal convergencefilter method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Cites Work

• A globally convergent primal-dual interior-point filter method for nonlinear programming
• Templates for convex cone problems with applications to sparse signal recovery
• Numerical Optimization
• Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
• Trust Region Methods
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Nonlinear programming without a penalty function.
• Test examples for nonlinear programming codes
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• On the superlinear local convergence of a filter-SQP method
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Global and local convergence of a filter line search method for nonlinear programming
• Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• A Filter Method with Unified Step Computation for Nonlinear Optimization
• A nonmonotone filter method for nonlinear optimization
• A Semismooth Newton Method with Multidimensional Filter Globalization for $l_1$-Optimization
• A Globally Convergent Filter Method for Nonlinear Programming
• A Sequential Linear Constraint Programming Algorithm for NLP

Cited In (4)

• A line search SQP method without a penalty or a filter
• A new adaptive method to nonlinear semi-infinite programming
• A line search filter inexact SQP method for nonlinear equality constrained optimization
• Filter trust region method for nonlinear semi-infinite programming problem

Uses Software

• SNOPT
• ipfilter
• TFOCS

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