Solving nonlinear programming problems with very many constraints

DOI10.1080/02331939208843818zbMath0817.90115OpenAlexW2019128690MaRDI QIDQ4327941

Klaus Schittkowski

Publication date: 27 March 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843818

zbMATH Keywords

optimal controlmin-max optimizationsequential quadratic programmingmechanical structural optimizationsmooth constrained nonlinear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Semi-infinite programming (90C34) Optimization problems in solid mechanics (74P99)

Related Items (3)

A multipurpose parallel genetic hybrid algorithm for nonlinear nonconvex programming problems ⋮ Improvements on objective and constrain functions in domain optimization ⋮ An active set strategy for solving optimization problems with up to 200,000,000 nonlinear constraints

Uses Software

• NPSOL
• ZQPCVX

Cites Work

• A numerically stable dual method for solving strictly convex quadratic programs
• A comparative study of several semi-infinite nonlinear programming algorithms
• A globally convergent method for nonlinear programming
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• On the quadratic programming algorithm of Goldfarb and Idnani
• Combined lp and quasi-Newton methods for minimax optimization
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Algorithms for nonlinear constraints that use lagrangian functions
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