A line search filter algorithm with inexact step computations for equality constrained optimization

DOI10.1016/J.APNUM.2011.12.006MaRDI QIDQ765270zbMATH OpenOpenAlexFDO

Authors Xiaojing Zhu, Dingguo Pu

Publication date 19 March 2012

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

Full work available at URL https://doi.org/10.1016/j.apnum.2011.12.006

zbMATH Keywords

numerical resultssequential quadratic programmingconstrained optimizationglobal convergencefilterKrylov subspace methodline searchNewton-like algorithminexact methodprimal-dual system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

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• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Filter-Trust-Region Method for Unconstrained Optimization
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• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A nonmonotone filter method for nonlinear optimization
• A truncated SQP method based on inexact interior-point solutions of subproblems
• An Inexact SQP Method for Equality Constrained Optimization
• An inexact Newton method for nonconvex equality constrained optimization
• Analysis of inexact trust-region SQP algorithms
• Benchmarking optimization software with performance profiles.
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
• On the Global Convergence of a Filter--SQP Algorithm
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• On the superlinear local convergence of a filter-SQP method
• Solution of Sparse Indefinite Systems of Linear Equations
• Test examples for nonlinear programming codes

Cited in

(9)

• An inexact Newton method for nonconvex equality constrained optimization
• An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization
• A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities
• An infeasible active-set QP-free algorithm for general nonlinear programming
• A line search filter inexact SQP method for nonlinear equality constrained optimization
• A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization
• scientific article; zbMATH DE number 1998924 (Why is no real title available?)
• A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization
• A line search filter secant method for nonlinear equality constrained optimization

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