A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems
DOI10.1137/090758015zbMATH Open1211.90233OpenAlexW2093843734MaRDI QIDQ3083301FDOQ3083301
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090758015
Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cited In (11)
- A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
- Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
- Two-phase-SQP method with higher-order convergence property
- The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
- A line search filter algorithm with inexact step computations for equality constrained optimization
- An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization
- Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds
- A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
- Newton-type methods: a broader view
- Some new facts about sequential quadratic programming methods employing second derivatives
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