On the use of outer approximations as an external active set strategy

DOI10.1007/S10957-010-9655-8MaRDI QIDQ711701zbMATH OpenOpenAlexFDO

Authors Hoam Chung, Elijah Polak, S. Shankar Sastry

Publication date 27 October 2010

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s10957-010-9655-8

zbMATH Keywords

outer approximationsinequality constrained optimizationactive set strategies

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 3702226 (Why is no real title available?)
• scientific article; zbMATH DE number 1373512 (Why is no real title available?)
• scientific article; zbMATH DE number 5066287 (Why is no real title available?)
• An External Active-Set Strategy for Solving Optimal Control Problems
• An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems
• Constrained model predictive control: Stability and optimality
• Minimum-time trajectory planning of mechanical manipulators under dynamic constraints
• Newton's method for convex programming and Tschebyscheff approximation
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Optimization. Algorithms and consistent approximations
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• The direct solution of nonconvex nonlinear FIR filter design problems by a SIP method

Cited in

(2)

• Exterior point methods with adaptation of admissible set approximation for constrained optimization problems
• Conditional value-at-risk approximation to value-at-risk constrained programs: a remedy via Monte Carlo

Describes a project that uses

Uses Software

• NPSOL
• Ipopt
• CFSQP
• TOMLAB
• SNOPT
• PARDISO
• KNITRO

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