A trust region filter method for general non-linear programming

DOI10.1016/j.amc.2005.03.004zbMath1094.65060OpenAlexW2054110110WikidataQ57806846 ScholiaQ57806846MaRDI QIDQ2489398

Puyan Nie, Chang-Feng Ma

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.amc.2005.03.004

zbMATH Keywords

constrained optimizationnonlinear programmingmulti-objectiveMaratos effecttwo trust region filter algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Interior-point methods (90C51)

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Uses Software

• filterSQP
• ipfilter

Cites Work

• Unnamed Item
• On a subproblem of trust region algorithms for constrained optimization
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• On the superlinear local convergence of a filter-SQP method
• On the convergence of a new trust region algorithm
• Numerical Optimization
• Numerical Experience with Lower Bounds for MIQP Branch-And-Bound
• Trust Region Methods
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Nonlinear programming without a penalty function.