Superlinearly convergent variable metric algorithms for general nonlinear programming problems
From MaRDI portal
Publication:4139993
DOI10.1007/BF01580395zbMath0364.90097MaRDI QIDQ4139993
Publication date: 1977
Published in: Mathematical Programming (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Rate of convergence, degree of approximation (41A25)
Related Items
On the use of adjoint gradients for time-optimal control problems regarding a discrete control parameterization, YAM2: yet another library for the \(M_2\) variables using sequential quadratic programming, Second order methods for solving extremum problems form optimal linar regression design, A modified SQP method and its global convergence, On the Local Convergence of a Penalty-Function-Free SQP Method, The linearization method, Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs, The ESA NLP Solver WORHP, Nonlinear programming via an exact penalty function: Asymptotic analysis, Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems, Regular and Critical States in Elastic Nonlinear Systems with Displacement Constraints, Sparse quadratic programming in chemical process optimization, A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints, On minimax eigenvalue problems via constrained optimization, Hybrid functions of Bernstein polynomials and block-pulse functions for solving optimal control of the nonlinear Volterra integral equations, Two-step and three-step Q-superlinear convergence of SQP methods, Dual techniques for constrained optimization, A heuristic algorithm for nonlinear programming, A sparse sequential quadratic programming algorithm, A projected Newton method for minimization problems with nonlinear inequality constraints, A type of efficient feasible SQP algorithms for inequality constrained optimization, Control parametrization: a unified approach to optimal control problems with general constraints, A globally convergent Newton method for convex \(SC^ 1\) minimization problems, A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence, Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems, An analysis of reduced Hessian methods for constrained optimization, Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization, A successive quadratic programming algorithm with global and superlinear convergence properties, A recursive quadratic programming algorithm that uses differentiable exact penalty functions, Optimal fleet allocation of freeway service patrols, An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point, Recent developments in constrained optimization, New sequential quadratic programming algorithm with consistent subproblems, A Projected Gradient and Constraint Linearization Method for Nonlinear Model Predictive Control, A globally convergent version of a general recursive algorithm for nonlinear programming, Numerical comparisons of nonlinear programming algorithms on serial and vector processors using automatic differentiation, Sequential penalty algorithm for nonlinear constrained optimization, Iterative linear programming solution of convex programs, A factorization with update procedures for a KKT matrix arising in direct optimal control, An augmented Lagrangian trust region method for equality constrained optimization, A superlinearly convergent numerical algorithm for nonlinear programming, A two-stage feasible directions algorithm for nonlinear constrained optimization, A robust secant method for optimization problems with inequality constraints, Solving nonlinear programming problems with very many constraints, Performance of several nonlinear programming software packages on microcomputers., Switching stepsize strategies for sequential quadratic programming, Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms, Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function, A new SQP method of feasible directions for nonlinear programming., Globally convergent methods for semi-infinite programming, A multi-objective approach to the design of low thrust space trajectories using optimal control, A recursive quadratic programming algorithm for semi-infinite optimization problems, An algorithm for solving linearly constrained minimax problems, Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité, A globally and superlinearly convergent modified SQP-filter method, Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization, An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization, A family of the local convergence of the improved secant methods for nonlinear equality constrained optimization subject to bounds on variables, Partitioned quasi-Newton methods for nonlinear equality constrained optimization, A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization, A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming, Discrete mechanics and optimal control: An analysis, An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems, Complete decomposition algorithm for nonconvex separable optimization problems and applications, A sequential equality constrained quadratic programming algorithm for inequality constrained optimization, A Mixed and Superlinearly Convergent Algorithm for Constrained Optimization, On the local and global convergence of a reduced Quasi-Newton method1, A numerically stable dual method for solving strictly convex quadratic programs, Multilevel least-change Newton-like methods for equality constrained optimization problems, An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity, An efficient sequential quadratic programming algorithm for nonlinear programming, A modified QP-free feasible method, Two-phase-SQP method with higher-order convergence property, Exact penalty functions in nonlinear programming, A globally convergent method for nonlinear programming, A modified SQP-filter method and its global convergence, Algorithms for nonlinear constraints that use lagrangian functions, Variable metric methods for minimizing a class of nondifferentiable functions, Generalized monotone line search SQP algorithm for constrained minimax problems, Properties of updating methods for the multipliers in augmented Lagrangians, Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences, Some examples of cycling in variable metric methods for constrained minimization, A penalty-function-free line search SQP method for nonlinear programming, Augmented Lagrangians which are quadratic in the multiplier, Computational methods for optimum design of large complex systems, A robust sequential quadratic programming method, A feasible and superlinear algorithm for inequality constrained minimization problems, A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations, A linear programming-based optimization algorithm for solving nonlinear programming problems, Newton's method and quasi-Newton-SQP method for general \(\text{LC}^1\) constrained optimization, A method of centers algorithm for certain minimax problems, Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations, Limited memory quasi-Newton method for large-scale linearly equality-constrained minimization, On Secant Updates for Use in General Constrained Optimization, A Lagrange-Newton algorithm for sparse nonlinear programming, Alternative regularizations for outer-approximation algorithms for convex MINLP, A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function, The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis, A globally and superlinearly convergent feasible QP-free method for nonlinear programming, A class of superlinearly convergent projection algorithms with relaxed stepsizes, Procedures for optimization problems with a mixture of bounds and general linear constraints, Convergent stepsizes for constrained optimization algorithms, A quadratic approximation method for minimizing a class of quasidifferentiable functions, A sequential quadratic programming-based algorithm for the optimization of gas networks, Equality and inequality constrained optimization algorithms with convergent stepsizes, A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity constraints, A dual differentiable exact penalty function, An active set RQP algorithm for engineering design optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A globally convergent method for nonlinear programming
- Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions
- Variable Metric Method for Minimization
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Newton-type methods for unconstrained and linearly constrained optimization
- Dual Variable Metric Algorithms for Constrained Optimization
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- A general saddle point result for constrained optimization
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- A Rapidly Convergent Descent Method for Minimization
- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- Variable metric methods of minimisation
- A New Algorithm for Unconstrained Optimization
- A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
- A quadratically-convergent algorithm for general nonlinear programming problems