A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence

DOI10.1016/J.CAM.2009.11.061MaRDI QIDQ848564zbMATH OpenOpenAlexFDO

Authors Zhong Jin, Yuqing Wang

Publication date 4 March 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2009.11.061

zbMATH Keywords

inequality constrained optimizationMaratos effectglobal and superlinear convergenceKKT pointFSQP

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 3643051 (Why is no real title available?)
• scientific article; zbMATH DE number 780774 (Why is no real title available?)
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• A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
• A computationally efficient feasible sequential quadratic programming algorithm
• A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
• A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
• A note on quasi-newton formulae for sparse second derivative matrices
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
• A sequential quadratically constrained quadratic programming method of feasible directions
• A simple feasible SQP algorithm for inequality constrained optimization
• A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
• An efficient feasible SQP algorithm for inequality constrained optimization
• An improved SQP algorithm for inequality constrained optimization
• Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
• New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
• Numerical Optimization
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Test examples for nonlinear programming codes

Cited in

(10)

• A feasible SQP descent method for inequality constrained optimization problems and its convergence
• A variant of feasible descent SQP method for inequality constrained optimization
• A globally and superlinearly convergent feasible SQP algorithm for degenerate constrained optimization
• A variant of SQP method for inequality constrained optimization and its global convergence
• A sequential quadratically constrained quadratic programming method of feasible directions
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search. II. Inequality Constrained Problems—Feasible Iterates
• A simple feasible SQP algorithm for inequality constrained optimization
• A superlinearly and quadratically convergent SQP type feasible method for constrained optimization
• An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
• A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity

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