A variant of SQP method for inequality constrained optimization and its global convergence

DOI10.1016/J.CAM.2005.11.004MaRDI QIDQ2432728zbMATH OpenOpenAlexFDO

Authors Jiangtao Mo, Kecun Zhang, Zengxin Wei

Publication date 25 October 2006

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2005.11.004

zbMATH Keywords

numerical examplessequential quadratic programmingglobal convergenceSQP methodinequality constrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

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Cites work

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• scientific article; zbMATH DE number 1932419 (Why is no real title available?)
• A Robust Algorithm for Optimization with General Equality and Inequality Constraints
• A computationally efficient feasible sequential quadratic programming algorithm
• A generalization of the norm-relaxed method of feasible directions
• A globally convergent algorithm for nonlinearly constrained optimization problems
• A modified SQP method and its global convergence
• A robust sequential quadratic programming method
• A sequential quadratic programming method for potentially infeasible mathematical programs
• A superlinearly convergent method of feasible directions.
• A variant of the Topkis-Veinott method for solving inequality constrained optimization problems
• An algorithm for solving linearly constrained minimax problems
• On the convergence of a new trust region algorithm
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• Test examples for nonlinear programming codes
• The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis

Cited in

(15)

• An adjoint-based SQP algorithm with quasi-Newton Jacobian updates for inequality constrained optimization
• Two-phase-SQP method with higher-order convergence property
• A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints
• A sequential quadratic programming method for constrained multi-objective optimization problems
• scientific article; zbMATH DE number 5987581 (Why is no real title available?)
• A variant of feasible descent SQP method for inequality constrained optimization
• scientific article; zbMATH DE number 5647820 (Why is no real title available?)
• scientific article; zbMATH DE number 5583495 (Why is no real title available?)
• Two-phase generalized reduced gradient method for constrained global optimization
• Global convergence on an active set SQP for inequality constrained optimization
• A new norm-relaxed SQP algorithm with global convergence
• Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
• A Globally Convergent SQCQP Method for Multiobjective Optimization Problems
• Parallel variable distribution algorithm for constrained optimization with nonmonotone technique
• On the global convergence for a variant of SQP method

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