Superlinearly convergent variable metric algorithms for general nonlinear programming problems
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Publication:4139993
DOI10.1007/BF01580395zbMATH Open0364.90097MaRDI QIDQ4139993FDOQ4139993
Authors: Shih-Ping Han 
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)
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Cited In (only showing first 100 items - show all)
- A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
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- A superlinearly convergent numerical algorithm for nonlinear programming
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- An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point
- Hybrid functions of Bernstein polynomials and block-pulse functions for solving optimal control of the nonlinear Volterra integral equations
- Iterative linear programming solution of convex programs
- A successive quadratic programming algorithm with global and superlinear convergence properties
- A globally and superlinearly convergent modified SQP-filter method
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- Optimal fleet allocation of freeway service patrols
- An active set RQP algorithm for engineering design optimization
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- Procedures for optimization problems with a mixture of bounds and general linear constraints
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- A multi-objective approach to the design of low thrust space trajectories using optimal control
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- A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity constraints
- Generalized monotone line search SQP algorithm for constrained minimax problems
- The linearization method
- Some examples of cycling in variable metric methods for constrained minimization
- A factorization with update procedures for a KKT matrix arising in direct optimal control
- A Lagrange-Newton algorithm for sparse nonlinear programming
- Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
- A sparse sequential quadratic programming algorithm
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- Second order methods for solving extremum problems form optimal linar regression design
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