A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
From MaRDI portal
Publication:5850766
DOI10.1080/00207160802702400zbMath1183.65070MaRDI QIDQ5850766
Pu, Dingguo, Chungen Shen, Wenjuan Xue
Publication date: 15 January 2010
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160802702400
65K05: Numerical mathematical programming methods
90C26: Nonconvex programming, global optimization
90C30: Nonlinear programming
49M37: Numerical methods based on nonlinear programming
90C55: Methods of successive quadratic programming type
Related Items
A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization, Nonmonotone filter DQMM method for the system of nonlinear equations, An accelerating algorithm for globally solving nonconvex quadratic programming, A dwindling filter line search algorithm for nonlinear equality constrained optimization
Uses Software
Cites Work
- A derivative-free filter algorithm for nonlinear complementarity problem
- Sequential penalty quadratic programming filter methods for nonlinear programming
- A variable metric method for nonsmooth convex constrained optimization
- Test examples for nonlinear programming codes
- On the superlinear local convergence of a filter-SQP method
- A filter method for solving nonlinear complementarity problems
- A Pattern Search Filter Method for Nonlinear Programming without Derivatives
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- A Trust-Region Approach to Nonlinear Systems of Equalities and Inequalities
- On the Global Convergence of a Filter--SQP Algorithm
- SNOPT: An SQP Algorithm 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
- A Filter-Trust-Region Method for Unconstrained Optimization
- Benchmarking optimization software with performance profiles.
- Nonlinear programming without a penalty function.