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
- Title not available (Why is that?)
- 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
- Global convergence of slanting filter methods for nonlinear programming
- Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
- On the local convergence of a penalty-function-free SQP method
- ODE methods for optimization with equality constraints
- A new trust region filter algorithm
- Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
- Solving convex MINLP optimization problems using a sequential cutting plane algorithm
- A kind of nonmonotone filter method for nonlinear complementarity problem
- Solving unconstrained optimization problem with a filter-based nonmonotone pattern search algorithm
- Global convergence of a filter-trust-region algorithm for solving nonsmooth equations
- A filter secant method with nonmonotone line search for equality constrained optimization
- Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
- Filter-based adaptive Kriging method for black-box optimization problems with expensive objective and constraints
- A modified QP-free feasible method
- A dwindling filter line search algorithm for nonlinear equality constrained optimization
- An infeasible nonmonotone SSLE algorithm for nonlinear programming
- Numerical comparison of merit function with filter criterion in inexact restoration algorithms using hard-spheres problems
- A filter interior-point algorithm with projected Hessian updating for nonlinear optimization
- Local convergence of filter methods for equality constrained non-linear programming
- Interior point filter method for semi-infinite programming problems
- Optimization problems with equilibrium constraints and their numerical solution.
- On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints
- Hierarchically constrained blackbox optimization
- AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY
- Improved versions of the LEDE algorithm for constrained global optimization
- UAV formation flight based on nonlinear model predictive control
- Nonmonotone filter DQMM method for the system of nonlinear equations
- A filter algorithm for nonlinear systems of equalities and inequalities
- A nonmonotone line search filter algorithm for the system of nonlinear equations
- Global convergence of a robust filter SQP algorithm
- A modified SQP-filter method and its global convergence
- An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints
- A new filter method for solving nonlinear complementarity problems
- A modified SQP method with nonmonotone technique and its global convergence
- A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization
- A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization
- Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems
- An improved filter method for nonlinear complementarity problem
- On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure
- A filter method for nonlinear semidefinite programming with global convergence
- A variable metric method for nonsmooth convex constrained optimization
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- A nonmonotone filter line search technique for the MBFGS method in unconstrained optimization
- A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization
- Trade-off studies in blackbox optimization
- A nonmonotone filter Barzilai-Borwein method for optimization
- Constrained optimization of an idealized Y-shaped baffle for the Fontan surgery at rest and exercise
- Erratum to: ``Nonlinear programming without a penalty function or a filter
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