An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization

DOI10.1137/0802012zbMath0773.90065OpenAlexW2072274072MaRDI QIDQ4018392

Byrd, Richard H., Yin Zhang, Richard A. Tapia

Publication date: 16 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/101656

zbMATH Keywords

superlinear convergencenonlinearly constrained optimizationBFGS secant methodmerit-function line search SQPstructured augmented Lagrangian secant update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

Sequential quadratic programming (SQP) for optimal control in direct numerical simulation of turbulent flow, An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems, A primal-dual augmented Lagrangian, An SQP method for minimization of locally Lipschitz functions with nonlinear constraints, Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems, A Regularized Factorization-Free Method for Equality-Constrained Optimization, Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming, On averaging and representation properties of the BFGS and related secant updates, A new technique for inconsistent QP problems in the SQP method, Orthogonal and conjugate basis methods for solving equality constrained minimization problems, Adaptive algorithm for constrained least-squares problems, Local convergence analysis for the REQP algorithm using conjugate basis matrices, Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms, Sizing the BFGS and DFP updates: Numerical study