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

DOI10.1007/S10957-010-9655-8zbMATH Open1197.90330OpenAlexW2064339629MaRDI QIDQ711701FDOQ711701

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)

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

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zbMATH Keywords

outer approximationsinequality constrained optimizationactive set strategies

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

• Title not available (Why is that?)
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Optimization. Algorithms and consistent approximations
• Constrained model predictive control: Stability and optimality
• 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
• Title not available (Why is that?)
• An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems
• The direct solution of nonconvex nonlinear FIR filter design problems by a SIP method
• Title not available (Why is that?)
• Minimum-time trajectory planning of mechanical manipulators under dynamic constraints
• An External Active-Set Strategy for Solving Optimal Control Problems

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

Uses Software

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

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