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)
- 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
- A feasible filter method for the nearest low-rank correlation matrix problem
- A projection-filter method for solving nonlinear complementarity problems
- A filter-variable-metric method for nonsmooth convex constrained optimization
- A filter-trust-region method for simple-bound constrained optimization
- Gauss-Newton-based BFGS method with filter for unconstrained minimization
- A filter trust-region algorithm for unconstrained optimization with strong global convergence properties
- Extension of primal-dual interior point methods to diff-convex problems on symmetric cones
- An interior-point trust-funnel algorithm for nonlinear optimization
- A derivative-free filter method for solving nonlinear complementarity problems
- A filter trust region method for solving semi-infinite programming problems
- Hybridizing the electromagnetism-like algorithm with descent search for solving engineering design problems
- An inexact restoration derivative-free filter method for nonlinear programming
- The Lagrange method and SAO with bounds on the dual variables
- Steering exact penalty methods for nonlinear programming
- A quasi-Newton interior point method for semi-infinite programming
- An improved line search filter method for the system of nonlinear equations
- Effective reformulations of the truss topology design problem
- Structured regularization for barrier NLP solvers
- Local convergence of an inexact-restoration method and numerical experiments
- 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
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