A sequential quadratic optimization algorithm with rapid infeasibility detection
DOI10.1137/120880045zbMATH Open1301.49069OpenAlexW2025644537MaRDI QIDQ3192106FDOQ3192106
James V. Burke, Frank E. Curtis, Hao Wang
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
Recommendations
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- An inexact sequential quadratic optimization algorithm for nonlinear optimization
- A filter-free sequential quadratic programming algorithm with infeasibility detection
- scientific article; zbMATH DE number 1932419
- A Feasible Trust-Region Sequential Quadratic Programming Algorithm
nonlinear optimizationsuperlinear convergenceline search methodsexact penalizationsequential quadratic optimizationinfeasibility detection
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)
Cited In (21)
- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method 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
- Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver
- 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
- Specialized fast algorithms for IQC feasibility and optimization problems.
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- A robust implementation of a sequential quadratic programming algorithm with successive error restoration
- A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees
- Constrained composite optimization and augmented Lagrangian methods
This page was built for publication: A sequential quadratic optimization algorithm with rapid infeasibility detection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3192106)