Nonlinear programming without a penalty function or a filter

DOI10.1007/s10107-008-0244-7zbMath1216.90069OpenAlexW2095691822WikidataQ58185767 ScholiaQ58185767MaRDI QIDQ847849

N. E. Zubov

Publication date: 19 February 2010

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://purl.org/net/epubs/work/42072

zbMATH Keywords

global convergenceequality constraintsnonlinear optimizationnumerical algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items

A globally convergent penalty-free method for optimization with equality constraints and simple bounds, A progressive barrier derivative-free trust-region algorithm for constrained optimization, On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization, On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization, A globally convergent regularized interior point method for constrained optimization, A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm, Constrained derivative-free optimization on thin domains, A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization, A new penalty-free-type algorithm based on trust region techniques, Convergence of a stabilized SQP method for equality constrained optimization, An interior point method for nonlinear optimization with a quasi-tangential subproblem, A penalty-free method with superlinear convergence for equality constrained optimization, A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold, On the Connection Between Forward and Optimization Problem in One-shot One-step Methods, A local MM subspace method for solving constrained variational problems in image recovery, An overview of nonlinear optimization, Linear convergence of a type of iterative sequences in nonconvex quadratic programming, Algorithm for calculating the analytic solution for economic dispatch with multiple fuel units, Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization, Erratum to: ``Nonlinear programming without a penalty function or a filter, qpOASES: a parametric active-set algorithm for~quadratic programming, Penalty-free method for nonsmooth constrained optimization via radial basis functions, A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization, Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization, An interior-point trust-funnel algorithm for nonlinear optimization, An adaptively regularized sequential quadratic programming method for equality constrained optimization, DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems, Global and local convergence of a class of penalty-free-type methods for nonlinear programming, On the behaviour of constrained optimization methods when Lagrange multipliers do not exist, A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations, A penalty-free method with line search for nonlinear equality constrained optimization, A line search exact penalty method with bi-object strategy for nonlinear constrained optimization, A trust-region SQP method without a penalty or a filter for nonlinear programming, A line search SQP method without a penalty or a filter, Trust-region and other regularisations of linear least-squares problems, Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints, Derivative-free optimization methods, A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming, Linear equalities in blackbox optimization, A derivative-free trust-funnel method for equality-constrained nonlinear optimization, An exterior point polynomial-time algorithm for convex quadratic programming, A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs, Recent advances in trust region algorithms, A central path interior point method for nonlinear programming and its local convergence

Uses Software

• MA57
• CUTEr

Cites Work

• Unnamed Item
• Unnamed Item
• Erratum to: ``Nonlinear programming without a penalty function or a filter
• Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
• An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• Analysis of Inexact Trust-Region SQP Algorithms
• Dynamic Control of Infeasibility in Equality Constrained Optimization
• An Inexact SQP Method for Equality Constrained Optimization
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• A surperlinearly convergent algorithm for constrained optimization problems
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Trust Region Methods
• A Robust Algorithm for Optimization with General Equality and Inequality Constraints
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• A Global Convergence Theory for Dennis, El-Alem, and Maciel's Class of Trust-Region Algorithms for Constrained Optimization without Assuming Regularity
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• A Reduced Hessian Method for Large-Scale Constrained Optimization
• A trust region method based on interior point techniques for nonlinear programming.
• Nonlinear programming without a penalty function.