A truncated SQP method based on inexact interior-point solutions of subproblems

DOI10.1137/090758015MaRDI QIDQ3083301zbMATH OpenOpenAlexFDO

Authors A. F. Izmailov, M. V. Solodov

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

zbMATH Keywords

superlinear convergenceinexact sequential quadratic programming

Mathematics Subject Classification ID

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)

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(12)

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• An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization
• A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs
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• Newton-type methods: a broader view
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• Some new facts about sequential quadratic programming methods employing second derivatives
• Sequential quadratic optimization for nonlinear optimization problems on Riemannian manifolds

Describes a project that uses

Uses Software

• MINOS
• SNOPT

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