A reduced Hessian algorithm with line search filter method for nonlinear programming

DOI10.1016/j.amc.2011.02.071zbMath1226.65059MaRDI QIDQ544068

Zhujun Wang, De-Tong Zhu

Publication date: 14 June 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.02.071

zbMATH Keywords

convergence; nonlinear programming; numerical experiment; line search; filter method; Maratos effect; reduced Hessian algorithm; second order correction

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

Related Items

Global convergence of a nonmonotone filter method for equality constrained optimization, A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization

Cites Work

• Unnamed Item
• On filter-successive linearization methods for nonlinear semidefinite programming
• More test examples for nonlinear programming codes
• Test example for nonlinear programming codes
• Optimization theory and methods. Nonlinear programming
• A NONMONOTONE FILTER BARZILAI-BORWEIN METHOD FOR OPTIMIZATION
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• A Reduced Hessian Method for Large-Scale Constrained Optimization
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence