Sequential Quadratic Programming with Penalization of the Displacement

DOI10.1137/0805038zbMATH Open0841.90110OpenAlexW1989921393MaRDI QIDQ4862783FDOQ4862783

Authors: G. Launay, J. Frédéric Bonnans 

Publication date: 1 February 1996

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0805038

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zbMATH Keywords

Newton's methodtrust regionexact penalizationquasi-Newton algorithmsconvergence of a sequential quadratic programming algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Cited In (16)

• A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
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• Sequential penalty quadratic programming filter methods for nonlinear programming
• A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations
• A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity
• A Mixed and Superlinearly Convergent Algorithm for Constrained Optimization
• Nonconvex optimization using negative curvature within a modified linesearch
• A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
• An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
• Strong uniqueness in sequential linear programming
• A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
• Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
• A feasible and superlinear algorithm for inequality constrained minimization problems
• A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees
• A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees

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