A dwindling filter trust region algorithm for nonlinear optimization

DOI10.1016/J.AMC.2014.04.101MaRDI QIDQ279130zbMATH OpenOpenAlexFDO

Authors Chao Gu, Detong Zhu

Publication date 27 April 2016

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

Full work available at URL https://doi.org/10.1016/j.amc.2014.04.101

zbMATH Keywords

convergencenonlinear optimizationdwindling filterfeasibility restoration phasetrust region

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

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Cites work

• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
• A dwindling filter line search method for unconstrained optimization
• A globally and superlinearly convergent modified SQP-filter method
• A modified filter trust region method for nonlinear programming
• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• A nonmonotone SQP-filter method for equality constrained optimization
• A nonmonotone filter trust region method for nonlinear constrained optimization
• A trust region filter method for general non-linear programming
• An SQP-filter method for inequality constrained optimization and its global convergence
• Benchmarking optimization software with performance profiles.
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Global and local convergence of a filter line search method for nonlinear programming
• Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• More test examples for nonlinear programming codes
• Nonlinear programming without a penalty function.
• Numerical Optimization
• On filter-successive linearization methods for nonlinear semidefinite programming
• On the Global Convergence of a Filter--SQP Algorithm
• On the superlinear local convergence of a filter-SQP method
• Sequential penalty quadratic programming filter methods for nonlinear programming
• Test examples for nonlinear programming codes
• Trust Region Methods

Cited in

(9)

• A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization
• A dwindling filter line search algorithm for nonlinear equality constrained optimization
• A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
• A dwindling filter line search method for unconstrained optimization
• A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization
• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Z-type neural-dynamics for time-varying nonlinear optimization under a linear equality constraint with robot application
• Inexact restoration method for nonlinear optimization without derivatives
• Convergence of a three-dimensional dwindling filter algorithm without feasibility restoration phase

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