An inexact Newton method for nonconvex equality constrained optimization
DOI10.1007/S10107-008-0248-3zbMATH Open1184.90127OpenAlexW2138831925MaRDI QIDQ847853FDOQ847853
Authors: Frank E. Curtis, R. H. Byrd, Jorge Nocedal
Publication date: 19 February 2010
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-008-0248-3
Recommendations
- A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization
- An Inexact SQP Method for Equality Constrained Optimization
- A line search filter algorithm with inexact step computations for equality constrained optimization
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
- An interior-point algorithm for large-scale nonlinear optimization with inexact step computations
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Cites Work
- CUTEr and SifDec
- CUTE
- Benchmarking optimization software with performance profiles.
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Trust Region Methods
- An Inexact Trust-Region SQP Method with Applications to PDE-Constrained Optimization
- Convergence to second-order stationary points in inequality constrained optimization
- Solution of Sparse Indefinite Systems of Linear Equations
- A note on the convergence of barrier algorithms to second-order necessary points
- An interior-point algorithm for nonconvex nonlinear programming
- On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization
- An augmented Lagrangian interior-point method using directions of negative curvature
- Analysis of inexact trust-region SQP algorithms
- An Inexact SQP Method for Equality Constrained Optimization
- Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming
- Generalized SQP methods with ``parareal time-domain decomposition for time-dependent PDE-constrained optimization
- Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization
Cited In (32)
- A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations
- On an inexact trust-region SQP-filter method for constrained nonlinear optimization
- Natural preconditioning and iterative methods for saddle point systems
- Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
- An inertia-free filter line-search algorithm for large-scale nonlinear programming
- On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints
- Inexact Hessian-vector products in reduced-space differential-equation constrained optimization
- A regularized Newton method for solving equilibrium programming problems with an inexactly specified set
- A regularized factorization-free method for equality-constrained optimization
- Newton-type methods for non-convex optimization under inexact Hessian information
- An interior-point algorithm for large-scale nonlinear optimization with inexact step computations
- Inexact Newton Method for Minimization of Convex Piecewise Quadratic Functions
- A line search filter algorithm with inexact step computations for equality constrained optimization
- A regularized Newton method for equality constrained nonconvex optimization
- A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities
- Title not available (Why is that?)
- Newton Methods For Large-Scale Linear Inequality-Constrained Minimization
- An Inexact SQP Method for Equality Constrained Optimization
- A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization
- Line search filter inexact secant methods for nonlinear equality constrained optimization
- Sequential quadratic optimization for nonlinear equality constrained stochastic optimization
- A matrix-free line-search algorithm for nonconvex optimization
- A flexible iterative solver for nonconvex, equality-constrained quadratic subproblems
- An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
- A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization
- Some new facts about sequential quadratic programming methods employing second derivatives
- Inexact Newton method with feasible inexact projections for solving constrained smooth and nonsmooth equations
- Inexact Secant Methods for Nonlinear Constrained Optimization
- Inexact generalized Newton methods for second order \(C\)-differentiable optimization
- A preconditioning proximal Newton method for nondifferentiable convex optimization
- An inexact parameterized newton method for B-differentiable equations
Uses Software
This page was built for publication: An inexact Newton method for nonconvex equality constrained optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q847853)