A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization
DOI10.1080/02331934.2020.1818744zbMATH Open1489.90187OpenAlexW3087438694MaRDI QIDQ5085233FDOQ5085233
Authors: Meixing Liu, Jinbao Jian, Chun-Ming Tang
Publication date: 27 June 2022
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2020.1818744
Recommendations
- An SQCQP algorithm with new active identification set for inequality constrained optimization
- A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
- A strongly sub-feasible norm-relaxed SQCQP algorithm for the inequality constrained minimax problems
- An active-set algorithm for norm constrained quadratic problems
- A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
- Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
- scientific article; zbMATH DE number 1131695
- An improved active set feasible SQP algorithm for the solution of inequality constrained optimization problems
- A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
- Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
global convergencesuperlinear convergenceinequality constrained optimizationactive set identificationSQCQP
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Cites Work
- CUTE
- Benchmarking optimization software with performance profiles.
- Applications of second-order cone programming
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- On the Accurate Identification of Active Constraints
- More test examples for nonlinear programming codes
- Test examples for nonlinear programming codes
- On implementing a primal-dual interior-point method for conic quadratic optimization
- On the Identification of Active Constraints
- Title not available (Why is that?)
- Handbook of test problems in local and global optimization
- Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
- The superlinear convergence of a modified BFGS-type method for unconstrained optimization
- On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
- A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
- A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
- Title not available (Why is that?)
- On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems
- On the accurate identification of active set for constrained minimax problems
- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
- Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
- A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
- A working set SQCQP algorithm with simple nonmonotone penalty parameters
- A quadratically approximate framework for constrained optimization, global and local convergence
- New active set identification for general constrained optimization and minimax problems
- A sequential quadratically constrained quadratic programming method of feasible directions
- Title not available (Why is that?)
- An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
- A simply sequential quadratically constrained quadratic programming method of strongly sub-feasible directions for constrained optimization
- A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results
- Global and superlinear convergence of inexact sequential quadratically constrained quadratic programming method for convex programming
Cited In (4)
- A norm-relaxed algorithm with an identification function for general constrained optimization
- A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
- A method of sequential log-convex programming for engineering design
- Convergence analysis of an ALF-based nonconvex splitting algorithm with SQP structure
Uses Software
This page was built for publication: A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085233)