Convergence of a three-dimensional dwindling filter algorithm without feasibility restoration phase

DOI10.1080/01630563.2015.1133643zbMATH Open1338.90392OpenAlexW2289648817MaRDI QIDQ2805993FDOQ2805993

Authors Chao Gu, Detong Zhu

Publication date 13 May 2016

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2015.1133643

zbMATH Keywords

global convergencefeasibility restoration phaseLagrangian functionmodified limited memory Broyden-Fletcher-Goldfarb-Shanno (BFGS) updatingthree-dimensional dwindling filter

Mathematics Subject Classification ID

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

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Cites work

• A Filter-Trust-Region Method for Unconstrained Optimization
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A derivative-free method for the system of nonlinear equations
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• A dwindling filter line search method for unconstrained optimization
• A globally and superlinearly convergent modified SQP-filter method
• A modified SQP method with nonmonotone technique and its global convergence
• A modified limited SQP method for constrained optimization
• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• A secant algorithm with line search filter method for nonlinear optimization
• A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
• A superlinearly convergent numerical algorithm for nonlinear programming
• A trust region filter method for general non-linear programming
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• Benchmarking optimization software with performance profiles.
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General 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
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
• On the Global Convergence of a Filter--SQP Algorithm
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Sequential penalty quadratic programming filter methods for nonlinear programming

Cited in

(3)

• A dwindling filter trust region algorithm for nonlinear optimization
• A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization
• Some results on the filter method for nonlinear complementary problems

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