A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles

DOI10.1080/10556788.2016.1208749zbMath1364.90359OpenAlexW2484247699MaRDI QIDQ5268896

Michael L. Overton, Tim Mitchell, Frank E. Curtis

Publication date: 21 June 2017

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2016.1208749

zbMATH Keywords

nonsmooth optimization constrained optimization nonconvex optimization benchmarking exact penalty methods performance profiles sequential quadratic optimization computational budget

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of successive quadratic programming type (90C55)

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