A line search exact penalty method using steering rules
DOI10.1007/S10107-010-0408-0zbMATH Open1254.90221OpenAlexW2079309016MaRDI QIDQ431002FDOQ431002
Gabriel Lopez-Calva, R. H. Byrd, Jorge Nocedal
Publication date: 26 June 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-010-0408-0
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- scientific article; zbMATH DE number 4114401
ConvergenceExact penalty methodLine searchSequential quadratic programmingSteering rulesTrust region
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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Cited In (33)
- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
- Problems related to estimating the coefficients of exact penalty functions
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results
- 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
- A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles
- A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming
- An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
- Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver
- An exact penalty approach for optimization with nonnegative orthogonality 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
- On a Solving Bilevel D.C.-Convex Optimization Problems
- Exact Penalization of Generalized Nash Equilibrium Problems
- A stabilized filter SQP algorithm for nonlinear programming
- An M-objective penalty function algorithm under big penalty parameters
- A line search exact penalty method for nonlinear semidefinite programming
- Minimizing sequences in a constrained DC optimization problem
- MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization
- On the use of piecewise linear models in nonlinear programming
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- A local search method for optimization problem with d.c. inequality constraints
- Global optimality conditions and exact penalization
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
- Steering exact penalty DCA for nonsmooth DC optimisation problems with equality and inequality constraints
- Title not available (Why is that?)
- Steering exact penalty methods for nonlinear programming
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
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