An Inexact SQP Method for Equality Constrained Optimization
From MaRDI portal
Publication:3608986
DOI10.1137/060674004zbMath1158.49035OpenAlexW1967957237MaRDI QIDQ3608986
Nocedal, Jorge, Byrd, Richard H., Frank E. Curtis
Publication date: 6 March 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060674004
constrained optimizationlarge-scale optimizationsequential quadratic programmingKrylov subspace methodsinexact linear system solvers
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)
Related Items
An inexact first-order method for constrained nonlinear optimization, An efficient algorithm for matrix-valued and vector-valued optimal mass transport, Optimization-based mesh correction with volume and convexity constraints, A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results, Nonlinear programming without a penalty function or a filter, An inexact Newton method for nonconvex equality constrained optimization, A line search filter inexact SQP method for nonlinear equality constrained optimization, A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities, Line search filter inexact secant methods for nonlinear equality constrained optimization, Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds, A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization, A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations, An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems, On the Connection Between Forward and Optimization Problem in One-shot One-step Methods, Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction, On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints, Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization, An interior-point trust-funnel algorithm for nonlinear optimization, One-shot methods in function space for PDE-constrained optimal control problems, Numerical optimization for constrained image registration, Some new facts about sequential quadratic programming methods employing second derivatives, A line search filter algorithm with inexact step computations for equality constrained optimization, A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control, Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization, Globalization of nonlinear FETI-DP domain decomposition methods using an SQP approach, An Inexact Newton--Krylov Algorithm for Constrained Diffeomorphic Image Registration, A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization, Inexact Hessian-vector products in reduced-space differential-equation constrained optimization
Uses Software
