A secant algorithm with line search filter method for nonlinear optimization

DOI10.1016/j.apm.2010.07.042zbMath1205.90007OpenAlexW2087534855MaRDI QIDQ622928

Chao Gu, De-Tong 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

zbMATH Keywords

convergenceLagrangian functionline searchBFGS updatefilter methodmaratos effectsecant algorithm

Mathematics Subject Classification ID

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

Related Items (13)

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 ⋮ 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 ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming ⋮ A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization ⋮ Global convergence of a general filter algorithm based on an efficiency condition of the step ⋮ A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization ⋮ Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization ⋮ An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities ⋮ Convergence of a Three-Dimensional Dwindling Filter Algorithm Without Feasibility Restoration Phase ⋮ Some results on the filter method for nonlinear complementary problems

Uses Software

• Ipopt

Cites Work

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

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