A quadratically approximate framework for constrained optimization, global and local convergence
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Publication:943517
DOI10.1007/S10114-007-4465-0zbMATH Open1191.90068OpenAlexW2146325318MaRDI QIDQ943517FDOQ943517
Authors: Jinbao Jian 
Publication date: 9 September 2008
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-007-4465-0
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Cites Work
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- Directional derivative of the marginal function in nonlinear programming
- Applications of second-order cone programming
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- A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- A branch and cut algorithm for nonconvex quadratically constrained quadratic programming
- A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- On combining feasibility, descent and superlinear convergence in inequality constrained optimization
- Norm-relaxed method of feasible directions for solving nonlinear programming problems
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- Two extension models of SQP and SSLE algorithms for optimizaiton and their superlinear and quadratic convergence
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- A superlinearly and quadratically convergent SQP algorithm for inequality constrained optimization.
- A successive quadratic programming algorithm with global and superlinear convergence properties
- A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
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- Globally and Superlinearly Convergent Algorithm for Minimizing a Normal Merit Function
Cited In (10)
- A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
- Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints
- Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
- Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods
- Quadratically constraint quadratical algorithm model for nonlinear minimax problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization
- A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
- A working set SQCQP algorithm with simple nonmonotone penalty parameters
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