A filter algorithm for nonlinear systems of equalities and inequalities

DOI10.1016/J.AMC.2012.04.007MaRDI QIDQ449489zbMATH OpenOpenAlexFDO

Authors Chao Gu, Detong Zhu

Publication date 30 August 2012

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.04.007

zbMATH Keywords

complementarityconvergencefilter methodnonlinear systemsvariational inequality

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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Cites work

• A filter SQP algorithm without a feasibility restoration phase
• A Gauss-Newton Approach to Solving Generalized Inequalities
• A global quadratic algorithm for solving a system of mixed equalities and inequalities
• A modified SQP method with nonmonotone technique and its global convergence
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A new filter method for solving nonlinear complementarity problems
• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• A nonmonotone filter Barzilai-Borwein method for optimization
• A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities
• A smoothing-type algorithm for solving system of inequalities
• A trust region filter method for general non-linear programming
• A Trust-Region Approach to Nonlinear Systems of Equalities and Inequalities
• Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• Global and local convergence of a filter line search method for nonlinear programming
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Newton's method for nonlinear inequalities
• Nonlinear programming without a penalty function.
• Numerical optimization
• On filter-successive linearization methods for nonlinear semidefinite programming
• On the Global Convergence of a Filter--SQP Algorithm
• Optimization theory and methods. Nonlinear programming

Cited in

(12)

• Approximating a solution set of nonlinear inequalities
• Algorithms of filtration and extrapolation for discrete-time dynamical systems
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• Space-filling curves for numerical approximation and visualization of solutions to systems of nonlinear inequalities with applications in robotics
• scientific article; zbMATH DE number 2068037 (Why is no real title available?)
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• An infeasible active-set QP-free algorithm for general nonlinear programming
• A reduced Hessian algorithm with line search filter method for nonlinear programming
• scientific article; zbMATH DE number 2188841 (Why is no real title available?)
• An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities
• A computationally improved Levenberg-Marquardt method for systems of inequalities
• Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs

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