A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization

DOI10.1016/j.nonrwa.2011.03.017zbMath1223.49034OpenAlexW2086926527MaRDI QIDQ635233

Yi Liu, Jin-Bao Jian

Publication date: 19 August 2011

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.03.017

zbMATH Keywords

constrained optimizationglobal and superlinear convergenceactive set identificationmethod of quasi-strongly sub-feasible directionsnorm-relaxed SQP method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear-quadratic optimal control problems (49N10)

Related Items (10)

A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems ⋮ A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization ⋮ A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization ⋮ A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization ⋮ Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems ⋮ A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization ⋮ Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems ⋮ Convergence of a Three-Dimensional Dwindling Filter Algorithm Without Feasibility Restoration Phase ⋮ New active set identification for general constrained optimization and minimax problems ⋮ A global QP-free algorithm for mathematical programs with complementarity constraints

Uses Software

• CUTEr
• SifDec

Cites Work

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• On the accurate identification of active set for constrained minimax problems
• An efficient feasible SQP algorithm for inequality constrained optimization
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• Global convergence analysis of algorithms for finding feasible points in norm-relaxed MFD
• A generalization of the norm-relaxed method of feasible directions
• Norm-relaxed method of feasible directions for solving nonlinear programming problems
• A new SQP method of feasible directions for nonlinear programming.
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
• A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
• A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
• On the Accurate Identification of Active Constraints
• A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
• CUTEr and SifDec
• A superlinearly convergent method of feasible directions.

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