A globally convergent penalty-free method for optimization with equality constraints and simple bounds

DOI10.1007/S10440-015-0013-6MaRDI QIDQ267115zbMATH OpenOpenAlexFDO

Authors Songqiang Qiu, Zhongwen Chen

Publication date 8 April 2016

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-015-0013-6

zbMATH Keywords

nonlinear programmingconstrained optimizationglobal convergencepenalty-free algorithmtrust region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 107545 (Why is no real title available?)
• A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization
• A globally convergent trust region algorithm for optimization with general constraints and simple bounds.
• A new penalty-free-type algorithm based on trust region techniques
• A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization
• A penalty-function-free line search SQP method for nonlinear programming
• Benchmarking optimization software with performance profiles.
• CUTE
• Dynamic Control of Infeasibility in Equality Constrained Optimization
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Global and local convergence of a class of penalty-free-type methods for nonlinear programming
• Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
• Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
• Nonlinear programming algorithms using trust regions and augmented Lagrangians with nonmonotone penalty parameters.
• Nonlinear programming without a penalty function or a filter
• Nonlinear programming without a penalty function.
• Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds
• Trust Region Methods

Cited in

(9)

• scientific article; zbMATH DE number 1568997 (Why is no real title available?)
• scientific article; zbMATH DE number 5811159 (Why is no real title available?)
• An adaptively regularized sequential quadratic programming method for equality constrained optimization
• Convergence of a stabilized SQP method for equality constrained optimization
• A penalty-free method for equality constrained optimization
• A penalty-free method with superlinear convergence for equality constrained optimization
• A penalty-free primal-dual interior-point algorithm and its global convergence
• Approximate greatest descent methods for optimization with equality constraints
• Global and local convergence of a penalty-free method for nonlinear programming

Describes a project that uses

Uses Software

• LANCELOT
• CUTEr
• MINOS
• COPS
• CUTE

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