An active set sequential quadratic programming algorithm for nonlinear optimisation
DOI10.1017/S0004972700035577zbMATH Open1123.65057MaRDI QIDQ5482578FDOQ5482578
Authors: Qingjie Hu, Yu Chen, Yunhai Xiao 
Publication date: 28 August 2006
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
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algorithmleast squares problemMaratos effectglobal and superlinear convergencequadratic programming algorithmsactive set techniquecomlementarityinequality constrained optimisation
Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)
Cites Work
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- On the Local and Superlinear Convergence of Quasi-Newton Methods
- A superlinearly convergent method of feasible directions.
- On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming
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- A generalization of the norm-relaxed method of feasible directions
- Norm-relaxed method of feasible directions for solving nonlinear programming problems
- Rate of Convergence of a Class of Methods of Feasible Directions
- Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
- A superlinearly and quadratically convergent SQP type feasible method for constrained optimization
- New Results on a Continuously Differentiable Exact Penalty Function
- On the rate of convergence of certain methods of centers
Cited In (5)
- An active set algorithm for nonlinear optimization with polyhedral constraints
- An \(O(n^2)\) active set algorithm for the solution of a parametric quadratic program
- An improved active set feasible SQP algorithm for the solution of inequality constrained optimization problems
- An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts
- Active set sequential quadratic programming filter method
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