A sequential quadratic optimization algorithm with rapid infeasibility detection

DOI10.1137/120880045MaRDI QIDQ3192106zbMATH OpenOpenAlexFDO

Authors James V. Burke, Hao Wang, Frank E. Curtis

Publication date 26 September 2014

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

Full work available at URL https://semanticscholar.org/paper/04cf2d31bad692c97e92c3ea4b23cdb895ed00a9

zbMATH Keywords

nonlinear optimizationsuperlinear convergenceline search methodsexact penalizationsequential quadratic optimizationinfeasibility detection

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Newton-type methods (49M15) Numerical methods based on necessary conditions (49M05)

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Cited in

(22)

• Constrained composite optimization and augmented Lagrangian methods
• Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
• An inexact sequential quadratic optimization algorithm for nonlinear optimization
• A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
• Quadratic Optimization With Similarity Constraint for Unimodular Sequence Synthesis
• On the augmented subproblems within sequential methods for nonlinear programming
• A globally convergent primal-dual interior-point relaxation method for nonlinear programs
• The augmented Lagrangian method can approximately solve convex optimization with least constraint violation
• A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
• An overview of nonlinear optimization
• Multiobjective optimization with least constraint violation: optimality conditions and exact penalization
• A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
• Study on convex optimization with least constraint violation under a general measure
• Infeasible and critically feasible optimal control
• An inexact first-order method for constrained nonlinear optimization
• A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
• Specialized fast algorithms for IQC feasibility and optimization problems.
• A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
• A robust implementation of a sequential quadratic programming algorithm with successive error restoration
• An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
• Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
• A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees

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