Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
DOI10.1186/S13660-017-1500-2zbMATH Open1380.90255OpenAlexW2760662288WikidataQ42367907 ScholiaQ42367907MaRDI QIDQ2407660FDOQ2407660
Authors: Hanjun Zeng, Guodong Ma, Jinbao Jian, Zhibin Zhu
Publication date: 6 October 2017
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-017-1500-2
Recommendations
- A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
- Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
- A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
- An improved interior-type feasible QP-free algorithm for inequality constrained optimization problems
- A new constraints identification technique-based QP-free algorithm for the solution of inequality constrained minimization problems.
optimizationglobal and superlinear convergenceworking setinequality and equality constraintsprimal-dual interior method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Cites Work
- On the Accurate Identification of Active Constraints
- Test examples for nonlinear programming codes
- Feasible direction interior-point technique for nonlinear optimization
- Sequential systems of linear equations algorithm for nonlinear optimization problems with general constraints
- A new QP-free, globally convergent, locally superlinearly convergent algorithm for inequality constrained optimization
- A computationally efficient feasible sequential quadratic programming algorithm
- A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Sequential systems of linear equations method for general constrained optimization without strict complementarity
- Interior Methods for Nonlinear Optimization
- Title not available (Why is that?)
- An SQP method for general nonlinear programs using only equality constrained subproblems
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- On combining feasibility, descent and superlinear convergence in inequality constrained optimization
- On the formulation and theory of the Newton interior-point method for nonlinear programming
- Failure of global convergence for a class of interior point methods for nonlinear programming
- An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization
- A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
- A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
- A Feasible Active Set QP-Free Method for Nonlinear Programming
- Feasible directions algorithms for optimization problems with equality and inequality constraints
- A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
- A simple primal-dual feasible interior-point method for nonlinear programming with monotone descent
- A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization
- Smoothing of the lower-order exact penalty function for inequality constrained optimization
- New active set identification for general constrained optimization and minimax problems
- A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints
- Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone
Cited In (2)
Uses Software
This page was built for publication: Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2407660)