A line search exact penalty method using steering rules
From MaRDI portal
(Redirected from Publication:431002)
Recommendations
- Steering exact penalty methods for nonlinear programming
- A line search exact penalty method for nonlinear semidefinite programming
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- Sequential penalty algorithm for nonlinear constrained optimization
- scientific article; zbMATH DE number 4114401
Cites work
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 5066287 (Why is no real title available?)
- A robust sequential quadratic programming method
- A second derivative SQP method: global convergence
- A second derivative SQP method: local convergence and practical issues
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
- Convex analysis and nonlinear optimization. Theory and examples
- Engineering and Economic Applications of Complementarity Problems
- Exact penalty functions in nonlinear programming
- Failure of global convergence for a class of interior point methods for nonlinear programming
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- Interior-point algorithms, penalty methods and equilibrium problems
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications
- Nonlinear programming without a penalty function.
- Numerical Experience with Lower Bounds for MIQP Branch-And-Bound
- On the Convergence of Successive Linear-Quadratic Programming Algorithms
- On the Global Convergence of a Filter--SQP Algorithm
- Optimization of Convex Risk Functions
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Steering exact penalty methods for nonlinear programming
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
Cited in
(34)- A line search exact penalty method for nonlinear semidefinite programming
- Augmented Lagrange algorithm based bi-object strategy for constraint optimization problem
- A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- Implementing a smooth exact penalty function for equality-constrained nonlinear optimization
- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
- Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
- Exact penalization of generalized Nash equilibrium problems
- A line search penalty-free method for nonlinear second-order cone programming
- An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization
- Global optimality conditions and exact penalization
- Steering exact penalty DCA for nonsmooth DC optimisation problems with equality and inequality constraints
- An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
- An exact penalty approach for optimization with nonnegative orthogonality constraints
- Problems related to estimating the coefficients of exact penalty functions
- A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
- A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles
- Minimizing sequences in a constrained DC optimization problem
- A stabilized filter SQP algorithm for nonlinear programming
- MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- A penalty-free-type two-step linear search algorithm
- On the use of piecewise linear models in nonlinear programming
- Steering exact penalty methods for nonlinear programming
- On a solving bilevel d.c.-convex optimization problems
- An M-objective penalty function algorithm under big penalty parameters
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- A nonmonotone filter SQP method: local convergence and numerical results
- A local search method for optimization problem with d.c. inequality constraints
- Exact penalty functions and convex extensions of functions in schemes of decomposition in variables
- A new approach to improve ill-conditioned parabolic optimal control problem via time domain decomposition
This page was built for publication: A line search exact penalty method using steering rules
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q431002)
