A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization

DOI10.1016/j.amc.2014.09.003zbMath1338.90461OpenAlexW1975643586MaRDI QIDQ297724

De-Tong Zhu, Yong Gang Pei

Publication date: 17 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.amc.2014.09.003

zbMATH Keywords

convergencenonlinear programmingline searchtrust-region methodLagrange functionfilter method

Mathematics Subject Classification ID

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

Related Items

On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization

Uses Software

• ipfilter

Cites Work

• Unnamed Item
• A dwindling filter trust region algorithm for nonlinear optimization
• A nonmonotone filter trust region method for the system of nonlinear equations
• Global convergence of a nonmonotone filter method for equality constrained optimization
• A secant algorithm with line search filter method for nonlinear optimization
• A trust region SQP-filter method for nonlinear second-order cone programming
• A nonmonotone filter method for nonlinear optimization
• Projected quasi-Newton algorithm with trust region for constrained optimization
• A nonmonotone filter trust region method for nonlinear constrained optimization
• More test examples for nonlinear programming codes
• Test examples for nonlinear programming codes
• A trust region algorithm for equality constrained optimization
• Nonmonotonic back-tracking trust region interior point algorithm for linear constrained optimization
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• On the superlinear local convergence of a filter-SQP method
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• An affine scaling trust-region algorithm with interior backtracking technique for solving bound-constrained nonlinear systems
• A trust-region algorithm combining line search filter technique for nonlinear constrained optimization
• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Numerical Optimization
• A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• A Filter Method with Unified Step Computation for Nonlinear Optimization
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Benchmarking optimization software with performance profiles.
• Nonlinear programming without a penalty function.