A successive quadratic programming algorithm with global and superlinear convergence properties

DOI10.1007/BF01580879zbMATH Open0597.90077OpenAlexW1981336262MaRDI QIDQ3731379FDOQ3731379

Publication date: 1986

Published in: Mathematical Programming (Search for Journal in Brave)

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

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Mathematics Subject Classification ID

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

Cites Work

Superlinearly convergent variable metric algorithms for general nonlinear programming problems
A globally convergent method for nonlinear programming
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The watchdog technique for forcing convergence in algorithms for constrained optimization
On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
Nonlinear programming via an exact penalty function: Global analysis
Nonlinear programming via an exact penalty function: Asymptotic analysis
Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization
Revisions of constraint approximations in the successive QP method for nonlinear programming problems

Cited In (51)

An overview of nonlinear optimization
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 that?)
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
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
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds
Convergence of the BFGS-SQP Method for Degenerate Problems
On the Local Convergence of a Penalty-Function-Free SQP Method
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
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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
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
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The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization
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Algorithm for solving NLP problems with the use of a modified Lagrange function

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