A nonmonotone filter method for nonlinear optimization
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Publication:694518
DOI10.1007/S10589-011-9430-2zbMATH Open1259.90140OpenAlexW2147666917MaRDI QIDQ694518FDOQ694518
Authors: Chungen Shen, Sven Leyffer, Roger Fletcher
Publication date: 12 December 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-011-9430-2
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Cites Work
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Cited In (35)
- A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results
- An augmented Lagrangian filter method
- A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization
- Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
- An Affine Scaling Interior Trust-Region Algorithm Combining Backtracking Line Search with Filter Technique for Nonlinear Constrained Optimization
- A Class of Nonconvex Penalties Preserving Overall Convexity in Optimization-Based Mean Filtering
- Filter-based DIRECT method for constrained global optimization
- 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
- On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization
- Nonmonotone filter DQMM method for the system of nonlinear equations
- A line search SQP method without a penalty or a filter
- A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues
- A line search filter algorithm with inexact step computations for equality constrained optimization
- Optimality properties of an augmented Lagrangian method on infeasible problems
- A stabilized filter SQP algorithm for nonlinear programming
- A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- A trust-region SQP method without a penalty or a filter for nonlinear programming
- Learning to steer nonlinear interior-point methods
- A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
- On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
- Derivative-free nonlinear optimization filter simplex
- A restoration-free filter SQP algorithm for equality constrained optimization
- A nonmonotone SQP-filter method for equality constrained optimization
- A penalty-free method with superlinear convergence for equality constrained optimization
- An efficient nonmonotone method for state-constrained elliptic optimal control problems
- Filter-sequence of quadratic programming method with nonlinear complementarity problem function
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming
- A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold
Uses Software
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