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

DOI10.1007/S13160-017-0236-1MaRDI QIDQ2364355zbMATHOpenAlexFDO

Authors Lili Pang, Detong Zhu

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)

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Cites work

• A Globally Convergent Filter Method for Nonlinear Programming
• A Sequential Linear Constraint Programming Algorithm for NLP
• A filter method with unified step computation for nonlinear optimization
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• A nonmonotone filter method for nonlinear optimization
• A semismooth Newton method with multidimensional filter globalization for \(l_1\)-optimization
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• 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: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
• Numerical Optimization
• On the Global Convergence of a Filter--SQP Algorithm
• On the superlinear local convergence of a filter-SQP method
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
• Templates for convex cone problems with applications to sparse signal recovery
• Test examples for nonlinear programming codes
• Trust Region Methods

Cited in

(6)

• A global convergent line search filter SQP method
• Filter trust region method for nonlinear semi-infinite programming problem
• 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
• A globally convergent line search filter SQP method for inequality constrained optimization

Describes a project that uses

Uses Software

• SNOPT
• ipfilter
• TFOCS

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