An interior-point trust-funnel algorithm for nonlinear optimization
From MaRDI portal
Publication:507313
DOI10.1007/s10107-016-1003-9zbMath1355.65075OpenAlexW2333358170WikidataQ58185646 ScholiaQ58185646MaRDI QIDQ507313
Nicholas I. M. Gould, Frank E. Curtis, Daniel P. Robinson, Phillipe L. Toint
Publication date: 3 February 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/work/11292235
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Related Items
On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods, A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results, Convergence of a stabilized SQP method for equality constrained optimization, A direct discretization recurrent neurodynamics method for time-variant nonlinear optimization with redundant robot manipulators, An interior point method for nonlinear optimization with a quasi-tangential subproblem, A local MM subspace method for solving constrained variational problems in image recovery, Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization, A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs, Recent advances in trust region algorithms
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Interior point methods 25 years later
- On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming
- A new polynomial-time algorithm for linear programming
- Nonlinear programming without a penalty function or a filter
- On solving trust-region and other regularised subproblems in optimization
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- A primal-dual trust region algorithm for nonlinear optimization
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- A sequential quadratic programming algorithm with an additional equality constrained phase
- A second-derivative SQP method with a 'trust-region-free' predictor step
- A Second Derivative SQP Method: Global Convergence
- A Second Derivative SQP Method: Local Convergence and Practical Issues
- An Inexact SQP Method for Equality Constrained Optimization
- On the Implementation of a Primal-Dual Interior Point Method
- On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
- Q-SUPERLINEAR CONVERGENCE OF PRIMAL-DUAL INTERIOR POINT QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION
- Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
- An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
- LOQO:an interior point code for quadratic programming
- Trust Region Methods
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- On the Global Convergence of a Filter--SQP Algorithm
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- A trust region method based on interior point techniques for nonlinear programming.
- Nonlinear programming without a penalty function.
