Parameter optimization using the \(L_\infty \) exact penalty function and strictly convex quadratic programming problems

DOI10.1016/j.amc.2007.09.028zbMath1138.65045OpenAlexW2140807720MaRDI QIDQ2483248

Brian C. Fabien

Publication date: 28 April 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.09.028

zbMATH Keywords

algorithmglobal convergencesequential quadratic programmingnumerical examplesconvex quadratic programmingnonmonotone line searchnonlinear programming problemMaratos effectcomputer code

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (1)

dsoa : The implementation of a dynamic system optimization algorithm

Uses Software

• CONV_QP
• QPSchur

Cites Work

• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• CONV_QP
• Sequential penalty algorithm for nonlinear constrained optimization
• QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
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• Test examples for nonlinear programming codes
• Enlarging the region of convergence of Newton's method for constrained optimization
• A new technique for inconsistent QP problems in the SQP method
• A modified projection algorithm for large strictly-convex quadratic programs
• A robust sequential quadratic programming method
• On the convergence of a new trust region algorithm
• Exact penalty function algorithm with simple updating of the penalty parameter
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• A surperlinearly convergent algorithm for constrained optimization problems
• Trust Region Methods
• A Nonmonotone Line Search Technique for Newton’s Method
• Sufficient conditions for extremum, penalty functions and regularity
• A modified SQP method and its global convergence
• A modified SQP method with nonmonotone linesearch technique.
• On the nonmonotone line search

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