A secant algorithm with line search filter method for nonlinear optimization

DOI10.1016/J.APM.2010.07.042zbMATH Open1205.90007OpenAlexW2087534855MaRDI QIDQ622928FDOQ622928

Authors: Chao Gu, Detong Zhu 

Publication date: 13 February 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.07.042

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zbMATH Keywords

convergenceBFGS updateline searchfilter methodLagrangian functionmaratos effectsecant algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Cites Work

• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Numerical Optimization
• Nonlinear programming without a penalty function.
• Test examples for nonlinear programming codes
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Continuity of the null space basis and constrained optimization
• Local Convergence of Secant Methods for Nonlinear Constrained Optimization
• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
• A filter interior-point algorithm with projected Hessian updating for nonlinear optimization

Cited In (21)

• An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities
• A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization
• 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
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
• A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization
• On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization
• Global convergence of a general filter algorithm based on an efficiency condition of the step
• A reduced Hessian algorithm with line search filter method for nonlinear programming
• A line search filter secant method for nonlinear equality constrained optimization
• Convergence of the secant algorithm for nonlinear equality and box-constrained optimization
• A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization
• Line search filter inexact secant methods for nonlinear equality constrained optimization
• Some results on the filter method for nonlinear complementary problems
• A class of line search filter improved secant methods for nonlinear equality constrained optimization
• Convergence of a three-dimensional dwindling filter algorithm without feasibility restoration phase
• Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
• An affine scaling interior trust-region algorithm combining backtracking line search with filter technique for nonlinear constrained optimization
• A penalty-free method with superlinear convergence for equality constrained optimization
• Gradient subspace approximation: a direct search method for memetic computing

Uses Software

• Ipopt

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