Nonlinear programming without a penalty function.
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Publication:5957565
DOI10.1007/S101070100244zbMATH Open1049.90088OpenAlexW2048799772MaRDI QIDQ5957565FDOQ5957565
Authors: Roger Fletcher, Sven Leyffer 
Publication date: 2002
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s101070100244
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Cited In (only showing first 100 items - show all)
- A reduction method for semi-infinite programming by means of a global stochastic approach†
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- A filter algorithm: comparison with NLP solvers
- An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities
- Sequential quadratic programming with a flexible step acceptance strategy
- A new restarting adaptive trust-region method for unconstrained optimization
- A filter inexact-restoration method for nonlinear programming
- Mesh-based Nelder-Mead algorithm for inequality constrained optimization
- An interior point method for nonlinear programming with infeasibility detection capabilities
- A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems
- A globally convergent regularized interior point method for constrained optimization
- Filter-based DIRECT method for constrained global optimization
- Locally weighted regression models for surrogate-assisted design optimization
- An approach based on dwindling filter method for positive definite generalized eigenvalue problem
- Global convergence of a general filter algorithm based on an efficiency condition of the step
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
- A line search SQP method without a penalty or a filter
- A derivative-free trust-funnel method for equality-constrained nonlinear optimization
- A line search filter algorithm with inexact step computations for equality constrained optimization
- Optimality properties of an augmented Lagrangian method on infeasible problems
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems
- Approximating a solution set of nonlinear inequalities
- A sequential quadratic programming with a dual parametrization approach to nonlinear semi-infinite programming
- A new sequential quadratic programming method without a penalty function or a filter
- A Kalman-tracking filter approach to nonlinear programming
- A filter algorithm with inexact line search
- A feasible filter SQP algorithm with global and local convergence
- Line search filter inexact secant methods for nonlinear equality constrained optimization
- Newton-type methods for constrained optimization with nonregular constraints
- Some results on the filter method for nonlinear complementary problems
- A penalty-free method with line search for nonlinear equality constrained optimization
- A filter method for solving nonlinear complementarity problems based on derivative-free line search
- Switching stepsize strategies for sequential quadratic programming
- Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems
- A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
- Filter-based stochastic algorithm for global optimization
- A line search filter inexact SQP method for nonlinear equality constrained optimization
- A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization
- A non-monotone trust region algorithm for unconstrained optimization with dynamic reference iteration updates using filter
- Derivative-free nonlinear optimization filter simplex
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- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- An exact penalty-Lagrangian approach for large-scale nonlinear programming
- An infeasible active-set QP-free algorithm for general nonlinear programming
- Parallel variable distribution algorithm for constrained optimization with nonmonotone technique
- A globally convergent filter-trust-region method for large deformation contact problems
- Exact optimal experimental designs with constraints
- A quadratically approximate framework for constrained optimization, global and local convergence
- Filter-sequence of quadratic programming method with nonlinear complementarity problem function
- A central path interior point method for nonlinear programming and its local convergence
- Dealing with singularities in nonlinear unconstrained optimization
- A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
- The Sequential Quadratic Programming Method
- Analysis of multi-objective Kriging-based methods for constrained global optimization
- A globally convergent penalty-free method for optimization with equality constraints and simple bounds
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- A new penalty-free-type algorithm based on trust region techniques
- Model reduction in chemical process optimization
- A line search filter approach for the system of nonlinear equations
- A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
- A trust region SQP-filter method for nonlinear second-order cone programming
- Global and local convergence of a class of penalty-free-type methods for nonlinear programming
- A trust-region approach with novel filter adaptive radius for system of nonlinear equations
- Nonlinear programming without a penalty function or a filter
- An exact penalty function based on the projection matrix
- A dwindling filter trust region algorithm for nonlinear optimization
- Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets
- Constrained optimization using multiple objective programming
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- Three modeling paradigms in mathematical programming
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. II: Application
- A penalty-function-free line search SQP method for nonlinear programming
- A bundle-filter method for nonsmooth convex constrained optimization
- Global and local convergence of a filter line search method for nonlinear programming
- A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
- A dwindling filter line search method for unconstrained optimization
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- An SQP-filter method for inequality constrained optimization and its global convergence
- Nonlinear optimization with GAMS /LGO
- A tri-dimensional filter SQP algorithm for variational inequality problems
- A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization
- A line search exact penalty method using steering rules
- A filter method for solving nonlinear complementarity problems
- A nonmonotone filter trust region method for the system of nonlinear equations
- Sequential penalty quadratic programming filter methods for nonlinear programming
- Global convergence of a nonmonotone filter method for equality constrained optimization
- A globally and superlinearly convergent modified SQP-filter method
- A nonmonotone filter trust region method for nonlinear constrained optimization
- On filter-successive linearization methods for nonlinear semidefinite programming
- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
- Stochastic filter methods for generally constrained global optimization
- A secant algorithm with line search filter method for nonlinear optimization
- A nonmonotone filter method for nonlinear optimization
- A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues
- Use of quadratic models with mesh-adaptive direct search for constrained black box optimization
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- A smoothing conic trust region filter method for the nonlinear complementarity problem
- A modified SLP algorithm and its global convergence
- A recipe for finding good solutions to MINLPs
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