A trust-region SQP method without a penalty or a filter for nonlinear programming

DOI10.1016/J.CAM.2014.12.021MaRDI QIDQ2515095zbMATH OpenOpenAlexFDO

Authors Mingxia Huang, Dingguo Pu

Publication date 11 February 2015

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.2014.12.021

zbMATH Keywords

global convergencenonlinear programmingSQPtrust-region

Mathematics Subject Classification ID

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

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Cites work

• A Globally Convergent Filter Method for Nonlinear Programming
• A globally convergent method for nonlinear programming
• A nonmonotone filter method for nonlinear optimization
• A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization
• A Trust Region Method for Solving Generalized Complementarity Problems
• Benchmarking optimization software with performance profiles.
• Dynamic Control of Infeasibility in Equality Constrained Optimization
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• scientific article; zbMATH DE number 3583207 (Why is no real title available?)
• scientific article; zbMATH DE number 1306977 (Why is no real title available?)
• Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function or a filter
• Nonlinear programming without a penalty function.
• Numerical Optimization
• On the Global Convergence of a Filter--SQP Algorithm
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• On the superlinear local convergence of a filter-SQP method
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Test example for nonlinear programming codes

Cited in

(16)

• A nonlinear interval portfolio selection model and its application in banks
• Two-phase-SQP method with higher-order convergence property
• A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
• Sequential quadratic programming method for nonlinear least squares estimation and its application
• On an inexact trust-region SQP-filter method for constrained nonlinear optimization
• A new SQP-filter method for solving nonlinear programming problems.
• A trust region type algorithm without a penalty and a filter for nonlinear semidefinite programming
• A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
• A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
• Nonlinear programming without a penalty function.
• A novel multidimensional penalty‐free approach for constrained optimal control of switched control systems
• A trust region SQP-filter method for nonlinear second-order cone programming
• A splitting sequence quadratic programming algorithm for the large-scale nonconvex nonseparable optimization problems
• A new double trust regions SQP method without a penalty function or a filter
• Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems
• Nonlinear programming without a penalty function or a filter

Describes a project that uses

Uses Software

• SNOPT

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