A recursive quadratic programming algorithm that uses differentiable exact penalty functions
From MaRDI portal
Publication:3734178
DOI10.1007/BF01580880zbMATH Open0598.90079OpenAlexW1994707765MaRDI QIDQ3734178FDOQ3734178
Authors: M. J. D. Powell, Yaxiang Yuan 
Publication date: 1986
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01580880
Recommendations
- A recursive quadric programming algorithm that uses new nondifferentiable penalty functions
- scientific article; zbMATH DE number 621945
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
- scientific article; zbMATH DE number 7590223
line searchlocal superlinear convergenceGlobal convergencerecursive quadratic programmingdifferentiable exact penalty functionapproximations to the derivatives of Lagrange multipliersequality constrained nonlinear minimization
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37)
Cites Work
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- Title not available (Why is that?)
- A globally convergent method for nonlinear programming
- Recursive quadratic programming methods based on the augmented lagrangian
- Title not available (Why is that?)
- An exact penalty function for nonlinear programming with inequalities
- Title not available (Why is that?)
- On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
- Title not available (Why is that?)
- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
- The watchdog technique for forcing convergence in algorithms for constrained optimization
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- Title not available (Why is that?)
- On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming
- Title not available (Why is that?)
Cited In (52)
- Spatiotemporal vaccine allocation policies for epidemics with behavioral feedback dynamics
- A family of improved secant methods via nonmonotone curvilinear paths technique for equality constrained optimization
- An affine scaling interior point backtracking algorithm for nonlinear constrained optimisation
- A new successive quadratic programming algorithm
- A reduced Hessian SQP method for inequality constrained optimization
- A type of efficient feasible SQP algorithms for inequality constrained optimization
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization
- A practical update criterion for SQP method
- A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
- An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization
- A cautious BFGS update for reduced Hessian SQP
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- Title not available (Why is that?)
- A trust region algorithm for equality constrained optimization
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- Nonmonotonic projected algorithm with both trust region and line search for constrained optimization
- On the numerical realization of the exact penalty method for quadratic programming algorithms
- Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
- Step-by-step quadratic penalty solution of a quadratic programming problem
- Title not available (Why is that?)
- 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
- On combining feasibility, descent and superlinear convergence in inequality constrained optimization
- Geometric approach to Fletcher's ideal penalty function
- A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty
- A successive quadratic programming method that uses new corrections for search directions
- A sequential quadratic programming-based algorithm for the optimization of gas networks
- CDT like approaches for the system of nonlinear equations
- A dynamic system approach to quadratic programming problems with penalty method
- An SQP approach with line search for a system of nonlinear equations
- Convergence of the BFGS-SQP Method for Degenerate Problems
- An analysis of reduced Hessian methods for constrained optimization
- An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
- Switching stepsize strategies for sequential quadratic programming
- Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
- Sequential quadratic programming for certain parameter identification problems
- A Globally Convergent Version of REQP for Constrained Minimization
- Global convergence on an active set SQP for inequality constrained optimization
- A projected gradient and constraint linearization method for nonlinear model predictive control
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
- A nonmonotone filter SQP method: local convergence and numerical results
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
- A anonmonotone line search technique for improved projected quasi-newton methods*this research was supported in party by the national natural science foundation of china$ef:
- Combining Trust Region and Line Search Methods for Equality Constrained Optimization
- Some improved projected quasi-Newton algorithms and their convergence. I: Methods and global behavior
- A null space method for solving system of equations.
- Title not available (Why is that?)
- An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables
Uses Software
This page was built for publication: A recursive quadratic programming algorithm that uses differentiable exact penalty functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3734178)
