A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity

DOI10.1016/J.AMC.2009.04.022MaRDI QIDQ833162zbMATH OpenOpenAlexFDO

Authors Xiao-Yan Ke, Weixin Cheng, Jinbao Jian

Publication date 12 August 2009

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2009.04.022

zbMATH Keywords

numerical resultsalgorithmconstrained optimizationglobal convergencesuperlinear convergenceMaratos effectnorm-relaxed SQP methodsuccessive quadratic programming (SQP) methodMangasarian-Fromovitz constraint qualificationnonlinear optimization with inequalitiesnorm-relaxed methodsub-feasible directions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3159112 (Why is no real title available?)
• scientific article; zbMATH DE number 3583207 (Why is no real title available?)
• A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
• A computationally efficient feasible sequential quadratic programming algorithm
• A generalization of the norm-relaxed method of feasible directions
• A new SQP method of feasible directions for nonlinear programming.
• A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• A superlinearly convergent method of feasible directions.
• A surperlinearly convergent algorithm for constrained optimization problems
• Combined phase I—phase II methods of feasible directions
• Global convergence analysis of algorithms for finding feasible points in norm-relaxed MFD
• Norm-relaxed method of feasible directions for solving nonlinear programming problems
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• Test examples for nonlinear programming codes

Cited in

(12)

• Optimal maximally decimated m-channel mirrored paraunitary linear phase FIR filter bank design via norm relaxed sequential quadratic programming
• A norm-relaxed algorithm with an identification function for general constrained optimization
• A strongly sub-feasible norm-relaxed SQP algorithm of multiple directions with parallel computing
• A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
• A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
• A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization
• A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
• A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
• A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems
• On the accurate identification of active set for constrained minimax problems

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