A restoration-free filter SQP algorithm for equality constrained optimization

DOI10.1016/J.AMC.2012.12.002MaRDI QIDQ371507zbMATH OpenOpenAlexFDO

Authors Xiaojing Zhu, Dingguo Pu

Publication date 10 October 2013

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.12.002

zbMATH Keywords

sequential quadratic programmingconstrained optimizationfilterfeasibility restoration

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53)

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Cites work

• scientific article; zbMATH DE number 3583207 (Why is no real title available?)
• scientific article; zbMATH DE number 3436540 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Filter-Trust-Region Method for Unconstrained Optimization
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A filter SQP algorithm without a feasibility restoration phase
• A filter method for solving nonlinear complementarity problems
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• A nonmonotone filter method for nonlinear optimization
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• A robust sequential quadratic programming method
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• An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
• Benchmarking optimization software with performance profiles.
• CUTE
• CUTEr and SifDec
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• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
• On the Global Convergence of a Filter--SQP Algorithm
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• On the superlinear local convergence of a filter-SQP method
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

Cited in

(8)

• On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization
• On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints
• An SQP-filter method without restoration process
• Line search filter inexact secant methods for nonlinear equality constrained optimization
• A sequential quadratic programming algorithm for equality-constrained optimization without derivatives
• A filter SQP algorithm without a feasibility restoration phase
• scientific article; zbMATH DE number 6130278 (Why is no real title available?)
• A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization

Describes a project that uses

Uses Software

• SNOPT
• CUTEr
• SIFDecode
• ipfilter
• Ipopt
• CUTE

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