An active set strategy for solving optimization problems with up to 200,000,000 nonlinear constraints

DOI10.1016/J.APNUM.2009.07.009zbMATH Open1173.65044OpenAlexW1987064897MaRDI QIDQ731965FDOQ731965

Authors: Klaus Schittkowski 

Publication date: 9 October 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2009.07.009

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• scientific article; zbMATH DE number 5670814

zbMATH Keywords

convergencenonlinear programmingnumerical resultssequential quadratic programmingline searchactive set strategymany constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

Cites Work

• A numerically stable dual method for solving strictly convex quadratic programs
• An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• Solving nonlinear programming problems with very many constraints
• A sequential quadratic programming algorithm with non-monotone line search
• A computational study of active set strategies in nonlinear programming with linear constraints

Cited In (9)

• Title not available (Why is that?)
• A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
• A new active-set strategy for NCP with degenerate solutions
• Optimization over the efficient set using an active constraint approach
• An active-constraint logic for non-linear programming
• Speed-up Benders decomposition using maximum density cut (MDC) generation
• An augmented Lagrangian based algorithm for distributed nonconvex optimization
• A robust implementation of a sequential quadratic programming algorithm with successive error restoration
• Title not available (Why is that?)

Uses Software

• NLPQLP
• NLPQL
• ZQPCVX
• QL

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