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

DOI10.1016/j.cam.2014.06.009zbMath1295.90081arXiv1206.6206OpenAlexW1994743662MaRDI 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 convergencesequential quadratic programmingnonlinear optimizationsuperlinear convergencemethod of strongly sub-feasible directions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items (3)

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

Uses Software

• CUTEr
• SifDec

Cites Work

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• CUTEr and SifDec
• A modified SQP method with nonmonotone linesearch technique.

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