Dynamic Control of Infeasibility in Equality Constrained Optimization

DOI10.1137/070679557MaRDI QIDQ3395017zbMATH OpenOpenAlexFDO

Authors Roberto H. Bielschowsky, Francisco A. M. Gomes

Publication date 20 August 2009

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

Full work available at URL https://doi.org/10.1137/070679557

zbMATH Keywords

algorithmconstrained optimizationfeasible point methodglobal and local convergencelarge-scale optimizationnonlinear programmingprojected gradient type algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cited in

(16)

• An interior point method for nonlinear optimization with a quasi-tangential subproblem
• A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations
• A penalty-free method with superlinear convergence for equality constrained optimization
• A feasible-ratio control technique for constrained optimization
• An adaptively regularized sequential quadratic programming method for equality constrained optimization
• Constrained derivative-free optimization on thin domains
• A trust-region SQP method without a penalty or a filter for nonlinear programming
• A line search SQP method without a penalty or a filter
• On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization
• A globally convergent penalty-free method for optimization with equality constraints and simple bounds
• Feasibility control in nonlinear optimization
• Complexity analysis of a trust funnel algorithm for equality constrained optimization
• Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
• A central path interior point method for nonlinear programming and its local convergence
• On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
• Nonlinear programming without a penalty function or a filter

Describes a project that uses

Uses Software

• CONOPT
• CUTEr
• SIFDecode
• Ipopt
• IP-PCG

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