Infeasibility Detection and SQP Methods for Nonlinear Optimization
From MaRDI portal
Publication:3083287
DOI10.1137/080738222zbMath1211.90179MaRDI QIDQ3083287
Byrd, Richard H., Nocedal, Jorge, Frank E. Curtis
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080738222
90C26: Nonconvex programming, global optimization
90C30: Nonlinear programming
90C55: Methods of successive quadratic programming type
Related Items
An inexact first-order method for constrained nonlinear optimization, A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results, Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, A globally convergent primal-dual interior-point relaxation method for nonlinear programs, An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts, A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics, A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints, Multiobjective optimization with least constraint violation: optimality conditions and exact penalization, The augmented Lagrangian method can approximately solve convex optimization with least constraint violation, A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees, A stabilized filter SQP algorithm for nonlinear programming, Handling infeasibility in a large-scale nonlinear optimization algorithm, Optimal control problems with incomplete and different integral time domains in the objective and constraints, Augmented Lagrangian methods for nonlinear programming with possible infeasibility, A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs, Global convergence of a robust filter SQP algorithm, A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm, An infeasibility certificate for nonlinear programming based on Pareto criticality condition, Two-phase-SQP method with higher-order convergence property, An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods, Optimality properties of an augmented Lagrangian method on infeasible problems, A penalty-interior-point algorithm for nonlinear constrained optimization, On the augmented subproblems within sequential methods for nonlinear programming, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization, A feasible filter SQP algorithm with global and local convergence, A superlinearly convergent hybrid algorithm for solving nonlinear programming, A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control, An inexact ℓ1penalty SQP algorithm for PDE-constrained optimization with an application to shape optimization in linear elasticity, Using Interior-Point Methods within an Outer Approximation Framework for Mixed Integer Nonlinear Programming, An interior point method for nonlinear programming with infeasibility detection capabilities, An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming, A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results
Uses Software
