A successive quadratic programming algorithm with global and superlinear convergence properties

DOI10.1007/BF01580879zbMATH Open0597.90077OpenAlexW1981336262MaRDI QIDQ3731379FDOQ3731379

Authors Masao Fukushima 

Publication date 1986

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01580879

zbMATH Keywords

second-order approximationsuperlinear convergenceMaratos effectsuccessive quadratic programmingKuhn- Tucker pointnonsmooth exact penalty functiontwice continuously differentiabledirection-finding subproblems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Recommendations

• scientific article; zbMATH DE number 4204137
• scientific article; zbMATH DE number 27281
• An interior point algorithm for global optimal solutions and KKT points
• On the Convergence of Constrained Optimization Methods with Accurate Hessian Information on a Subspace
• Publication:3486377
• A method of linearizations for linearly constrained nonconvex nonsmooth minimization
• New Results on a Continuously Differentiable Exact Penalty Function
• An algorithm for linearly constrained convex nondifferentiable minimization problems
• scientific article; zbMATH DE number 4009673
• An example of irregular convergence in some constrained optimization methods that use the projected hessian

Cites Work

• scientific article; zbMATH DE number 3727523 (Why is no real title available?)
• scientific article; zbMATH DE number 3744430 (Why is no real title available?)
• A globally convergent method for nonlinear programming
• A surperlinearly convergent algorithm for constrained optimization problems
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• Nonlinear programming via an exact penalty function: Global analysis
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization
• Revisions of constraint approximations in the successive QP method for nonlinear programming problems
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• The watchdog technique for forcing convergence in algorithms for constrained optimization

Cited In (52)

• An overview of nonlinear optimization
• On the local convergence of a penalty-function-free SQP method
• A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
• A new successive quadratic programming algorithm
• A successive linear approximation algorithm for the global minimization of a concave quadratic program
• A symmetric splitting sequential quadratic optimization algorithm for two-block nonlinearly constrained nonconvex optimization
• A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
• Title not available (Why is no real title available?)
• A feasible SQP method for nonlinear programming
• An ADMM-based SQP method for separably smooth nonconvex optimization
• An efficient feasible SQP algorithm for inequality constrained optimization
• An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
• A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
• An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point
• Combining trust region and linesearch algorithm for equality constrained optimization
• An adaptively regularized sequential quadratic programming method for equality constrained optimization
• A generalized projection-successive linear equations algorithm for nonlinearly equality and inequality constrained optimization and its rate of convergence
• An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization
• A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity
• An efficient sequential quadratic programming algorithm for nonlinear programming
• New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
• A superlinearly convergent hybrid algorithm for solving nonlinear programming
• An improved feasible QP-free algorithm for inequality constrained optimization
• A successive quadratic programming method that uses new corrections for search directions
• A sequential quadratic programming-based algorithm for the optimization of gas networks
• Convergence of the BFGS-SQP Method for Degenerate Problems
• A SUCCESSIVE QUADRATIC PROGRAMMING ALGORITHM FOR SDP RELAXATION OF THE BINARY QUADRATIC PROGRAMMING
• Switching stepsize strategies for sequential quadratic programming
• Monotone splitting sequential quadratic optimization algorithm with applications in electric power systems
• Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
• A Strategy for Global Convergence in a Sequential Quadratic Programming Algorithm
• A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
• A global QP-free algorithm for mathematical programs with complementarity constraints
• An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
• A recursive quadric programming algorithm that uses new nondifferentiable penalty functions
• New sequential quadratic programming algorithm with consistent subproblems
• Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
• A penalty-free method with superlinear convergence for equality constrained optimization
• Combining Trust Region and Line Search Methods for Equality Constrained Optimization
• A quadratically approximate framework for constrained optimization, global and local convergence
• An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
• A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization
• Generalized monotone line search SQP algorithm for constrained minimax problems
• A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization
• Sequential quadratic optimization for nonlinear optimization problems on Riemannian manifolds
• A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
• A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization
• Title not available (Why is no real title available?)
• Algorithm for solving NLP problems with the use of a modified Lagrange function

This page was built for publication: A successive quadratic programming algorithm with global and superlinear convergence properties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3731379)