Sequential quadratic programming methods for parametric nonlinear optimization
DOI10.1007/s10589-014-9696-2zbMath1304.49062OpenAlexW2067572249MaRDI QIDQ480928
Vyacheslav Kungurtsev, Moritz Diehl
Publication date: 12 December 2014
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-014-9696-2
optimizationsequential quadratic programmingnonlinear programmingmodel predictive controlregularized methods
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for optimal control problems involving partial differential equations (49J20) Direct numerical methods for linear systems and matrix inversion (65F05) Methods of successive quadratic programming type (90C55)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stabilized SQP revisited
- qpOASES: a parametric active-set algorithm for~quadratic programming
- Test examples for nonlinear programming codes
- A globally convergent algorithm based on imbedding and parametric optimization
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Stability in the presence of degeneracy and error estimation
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- Some special functions of noncommuting variables
- Directional derivatives of the solution of a parametric nonlinear program
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- On parametric nonlinear programming
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- On LICQ and the uniqueness of Lagrange multipliers
- A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
- Practical bifurcation and stability analysis
- Solution Sensitivity from General Principles
- Solution sensitivity for Karush–Kuhn–Tucker systems with non-unique Lagrange multipliers
- Real-Time Nonlinear Optimization as a Generalized Equation
- On imbedding and parametric optimization—A concept of a globally convergent algorithm for nonlinear optimization problems
- On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
- Critical sets in parametric optimization
- Bifurcation problems in nonlinear parametric programming
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Stability Theory for Systems of Inequalities. Part I: Linear Systems
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Solving the Nonlinear Complementarity Problem by a Homotopy Method
- Optimization Problems with Perturbations: A Guided Tour
- On the Accurate Identification of Active Constraints
- Numerical Continuation and Singularity Detection Methods for Parametric Nonlinear Programming
- Adjoint-Based Predictor-Corrector Sequential Convex Programming for Parametric Nonlinear Optimization
- An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- Global Optimization and Constraint Satisfaction