Sequential Quadratic Programming with Penalization of the Displacement
DOI10.1137/0805038zbMATH Open0841.90110OpenAlexW1989921393MaRDI QIDQ4862783FDOQ4862783
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
Newton's methodtrust regionexact penalizationquasi-Newton algorithmsconvergence of a sequential quadratic programming algorithm
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Cited In (13)
- A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
- 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
- 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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