A trust region SQP-filter method for nonlinear second-order cone programming

DOI10.1016/J.CAMWA.2012.01.002zbMATH Open1252.90060OpenAlexW2013995417MaRDI QIDQ692204FDOQ692204

Authors: Xiangsong Zhang, Zhenhua Liu, Sanyang Liu 

Publication date: 4 December 2012

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.01.002

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zbMATH Keywords

global convergencetrust region methodsecond-order cone programmingfilter techniquesequence quadratic programming method

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Semidefinite programming (90C22)

Cites Work

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• Applications of second-order cone programming
• A globally convergent method for nonlinear programming
• Second-order cone programming
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• A trust region filter method for general non-linear programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• An SQP-type algorithm for nonlinear second-order cone programs
• Interior point methods for second-order cone programming and OR applications
• A line search filter approach for the system of nonlinear equations
• A robust sequential quadratic programming method
• Second‐Order Cone Programming Relaxation of Sensor Network Localization
• A modified SQP-filter method and its global convergence
• A new filter method for solving nonlinear complementarity problems
• A modified SQP method and its global convergence
• A modified SQP method with nonmonotone linesearch technique.
• The \(Q\) method for second order cone programming
• Second order cone programming relaxation for quadratic assignment problems
• A class of nonlinear Lagrangians for nonconvex second order cone programming
• A globally and superlinearly convergent SQP algorithm for nonlinear constrained optimization.
• Joint Transceiver Beamforming in MIMO Cognitive Radio Network Via Second-Order Cone Programming

Cited In (17)

• On an inexact trust-region SQP-filter method for constrained nonlinear optimization
• A line search penalty-free method for nonlinear second-order cone programming
• An improved sequential quadratic programming algorithm for solving general nonlinear programming problems
• Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
• A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints
• A new double trust regions SQP method without a penalty function or a filter
• \(\mathrm S l_1\)QP based algorithm with trust region technique for solving nonlinear second-order cone programming problems
• A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization
• A quadratically convergent sequential programming method for second-order cone programs capable of warm starts
• Stochastic approach for the solution of multi-pantograph differential equation arising in cell-growth model
• A trust-region SQP method without a penalty or a filter for nonlinear programming
• Title not available (Why is that?)
• An alternating direction method for convex quadratic second-order cone programming with bounded constraints
• A prediction-correction inexact alternating direction method for convex nonlinear second-order cone programming with linear constraints
• The solution of Euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction
• An affine scaling interior trust-region algorithm combining backtracking line search with filter technique for nonlinear constrained optimization
• An SQP-type algorithm for nonlinear second-order cone programs

Uses Software

• ipfilter

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