A line search filter inexact SQP method for nonlinear equality constrained optimization

DOI10.1007/S11424-012-0018-4MaRDI QIDQ2391911zbMATH OpenOpenAlexFDO

Authors Li Cai, Detong Zhu

Publication date 5 August 2013

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-012-0018-4

zbMATH Keywords

exact search directioninexact sequential quadratic programming methodlarge-scale applicationsline search filter techniqueMaratos effectq-superlinear local convergence ratesecond-order correction step

Mathematics Subject Classification ID

Large-scale systems (93A15) Nonlinear systems in control theory (93C10)

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Cites work

• A globally convergent primal-dual interior-point filter method for nonlinear programming
• An Inexact SQP Method for Equality Constrained Optimization
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• 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.
• On the Global Convergence of a Filter--SQP Algorithm
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• On the superlinear local convergence of a filter-SQP method

Cited in

(11)

• Line search filter inexact secant methods for nonlinear equality constrained optimization
• A globally convergent line search filter SQP method for inequality constrained optimization
• A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
• A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization
• A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization
• A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization
• A line search SQP method without a penalty or a filter
• An inexact line search SQP-filter method for nonlinear programming problems
• An Inexact SQP Method for Equality Constrained Optimization
• A line search filter secant method for nonlinear equality constrained optimization
• A line search filter algorithm with inexact step computations for equality constrained optimization

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• ipfilter

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