A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results

DOI10.1137/140996677zbMath1326.49042MaRDI QIDQ2949516

Nicholas I. M. Gould, Daniel P. Robinson, Yueling Loh

Publication date: 1 October 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9e2f8e4597e42fd748f60746330a5007b8abc788

zbMATH Keywords

sequential quadratic programming; nonlinear programming; penalty function; restoration; filter line search method; nonconvex constrained optimization problems

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C26: Nonconvex programming, global optimization

90C30: Nonlinear programming

65K10: Numerical optimization and variational techniques

49M05: Numerical methods based on necessary conditions

49M15: Newton-type methods

90C55: Methods of successive quadratic programming type

Uses Software

• LANCELOT
• SNOPT
• L-BFGS
• CPLEX
• PENNON
• ipfilter
• Ipopt
• CUTEst