A sequential quadratic programming algorithm with an additional equality constrained phase
From MaRDI portal
Publication:2882357
DOI10.1093/imanum/drq037zbMath1246.65093OpenAlexW2136110459MaRDI QIDQ2882357
Nocedal, Jorge, José Luis Morales, Yuchen Wu
Publication date: 4 May 2012
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drq037
numerical resultsconstrained optimizationsequential quadratic programmingnonlinear programmingglobal and local convergence
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
Related Items
A superlinearly convergent hybrid algorithm for solving nonlinear programming, Coupling a memetic algorithm to simulation models for promising multi-period asset allocations, A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results, Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming, On the use of piecewise linear models in nonlinear programming, Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization, Primal-dual active-set methods for large-scale optimization, Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization, An interior-point trust-funnel algorithm for nonlinear optimization, A feasible filter SQP algorithm with global and local convergence, A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs, Some new facts about sequential quadratic programming methods employing second derivatives
Uses Software