A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization

DOI10.1016/J.AMC.2013.05.011zbMATH Open1302.65154OpenAlexW2032684810MaRDI QIDQ482437FDOQ482437

Authors Chao Gu

Publication date 30 December 2014

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

Full work available at URL https://doi.org/10.1016/j.amc.2013.05.011

zbMATH Keywords

convergencelarge scale optimizationLagrangian functiondwindling filter methodinexact projected Hessian algorithmMaratos effect

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

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Cites work

• A Filter-Trust-Region Method for Unconstrained Optimization
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• A derivative-free filter algorithm for nonlinear complementarity problem
• A dwindling filter line search method for unconstrained optimization
• A filter-variable-metric method for nonsmooth convex constrained optimization
• A globally and superlinearly convergent modified SQP-filter method
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• A projection-filter method for solving nonlinear complementarity problems
• A reduced Hessian algorithm with line search filter method for nonlinear programming
• A secant algorithm with line search filter method for nonlinear optimization
• A trust region filter method for general non-linear 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
• Nonlinear programming without a penalty function.
• Numerical Optimization
• Numerical experience with a reduced Hessian method for large scale constrained optimization
• On filter-successive linearization methods for nonlinear semidefinite programming
• On the Global Convergence of a Filter--SQP Algorithm
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization

Cited in

(6)

• Inexact restoration method for nonlinear optimization without derivatives
• A dwindling filter trust region algorithm for nonlinear optimization
• An inertia-free filter line-search algorithm for large-scale nonlinear programming
• A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities
• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Convergence of a three-dimensional dwindling filter algorithm without feasibility restoration phase

Describes a project that uses

Uses Software

• ipfilter

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