A working set SQCQP algorithm with simple nonmonotone penalty parameters
From MaRDI portal
Publication:654747
DOI10.1016/J.CAM.2011.09.002zbMATH Open1236.65069OpenAlexW1984752412MaRDI QIDQ654747FDOQ654747
Authors: Chun-Ming Tang, Jinbao Jian, G. Li 
Publication date: 21 December 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2011.09.002
Recommendations
- An SQCQP algorithm with new active identification set for inequality constrained optimization
- A nonmonotone SQP method for nonlinear programming without a penalty function
- A globally and superlinearly convergent SQP algorithm for nonlinear constrained optimization.
- scientific article; zbMATH DE number 151663
- On the Sequential Quadratically Constrained Quadratic Programming Methods
superlinear convergencequadratically constrained quadratic programmingnonmonotone penalty parametersSQCQPworking set
Cites Work
- Computing a Trust Region Step
- CUTE
- Applications of second-order cone programming
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- On the Accurate Identification of Active Constraints
- Test examples for nonlinear programming codes
- On implementing a primal-dual interior-point method for conic quadratic optimization
- Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
- Exact penalty function algorithm with simple updating of the penalty parameter
- Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
- A branch and cut algorithm for nonconvex quadratically constrained quadratic programming
- A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
- A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
- An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
- The method of moving asymptotes—a new method for structural optimization
- On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems
- Title not available (Why is that?)
- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
- New Results on a Continuously Differentiable Exact Penalty Function
- A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
- A quadratically approximate framework for constrained optimization, global and local convergence
Cited In (5)
- A sequential quadratically constrained quadratic programming technique for a multi-objective optimization problem
- A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization
- An SQCQP algorithm with new active identification set for inequality constrained optimization
- A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization
- A Globally Convergent SQCQP Method for Multiobjective Optimization Problems
Uses Software
This page was built for publication: A working set SQCQP algorithm with simple nonmonotone penalty parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654747)
