A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization

DOI10.1016/j.cam.2014.06.009zbMath1295.90081arXiv1206.6206MaRDI QIDQ2510002

Chuan-Hao Guo, Yan-Qin Bai, Chun-Ming Tang, Jin-Bao Jian

Publication date: 31 July 2014

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

Full work available at URL: https://arxiv.org/abs/1206.6206

zbMATH Keywords

global convergence; sequential quadratic programming; nonlinear optimization; superlinear convergence; method of strongly sub-feasible directions

Mathematics Subject Classification ID

90C30: Nonlinear programming

65K10: Numerical optimization and variational techniques

49M37: Numerical methods based on nonlinear programming

90C55: Methods of successive quadratic programming type

Related Items

A new filter QP-free method for the nonlinear inequality constrained optimization problem, Z-type neural-dynamics for time-varying nonlinear optimization under a linear equality constraint with robot application, A superlinearly convergent hybrid algorithm for solving nonlinear programming

Uses Software

• CUTEr
• SifDec

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• More test examples for nonlinear programming codes
• Test example for nonlinear programming codes
• Exact penalty function algorithm with simple updating of the penalty parameter
• A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
• A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
• A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
• A Second Derivative SQP Method: Local Convergence and Practical Issues
• Infeasibility Detection and SQP Methods for Nonlinear Optimization
• Unified steerable phase I-phase II method of feasible directions for semi-infinite optimization
• A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
• Combined phase I—phase II methods of feasible directions
• A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
• A Robust Algorithm for Optimization with General Equality and Inequality Constraints
• CUTEr and SifDec
• A modified SQP method with nonmonotone linesearch technique.