Sequential quadratic programming with a flexible step acceptance strategy

DOI10.1016/J.APM.2011.11.014zbMATH Open1252.90090OpenAlexW2007836021MaRDI QIDQ693514FDOQ693514

Authors: Xiaojing Zhu, Dingguo Pu 

Publication date: 7 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.apm.2011.11.014

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zbMATH Keywords

constrained optimizationfiltermerit functionSQP

Mathematics Subject Classification ID

Quadratic programming (90C20) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

Cites Work

• Title not available (Why is that?)
• A globally convergent method for nonlinear programming
• Exact penalty functions in nonlinear programming
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Nonlinear programming without a penalty function.
• Test examples for nonlinear programming codes
• Title not available (Why is that?)
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• On the superlinear local convergence of a filter-SQP method
• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Sequential penalty quadratic programming filter methods for nonlinear programming
• Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• Algorithms for nonlinear constraints that use lagrangian functions
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• A Globally Convergent Filter Method for Nonlinear Programming
• Global Convergence of Filter Methods for Nonlinear Programming
• A Filter-Trust-Region Method for Unconstrained Optimization
• A filter SQP algorithm without a feasibility restoration phase
• An Exact Potential Method for Constrained Maxima
• Global convergence of a robust filter SQP algorithm
• A modified QP-free feasible method

Cited In (4)

• Modelling and optimal control of a nonlinear switched system in microbial continuous fermentation
• A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization
• Switching stepsize strategies for sequential quadratic programming
• Line search SQP method with a flexible step acceptance procedure

Uses Software

• SNOPT

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