Global convergence of a robust filter SQP algorithm
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Cites work
- scientific article; zbMATH DE number 3583207 (Why is no real title available?)
- scientific article; zbMATH DE number 1206370 (Why is no real title available?)
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Cited in
(14)- A global convergent line search filter SQP method
- A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
- On sequential approximate simultaneous analysis and design in classical topology optimization
- An infeasible QP-free method without a penalty function for nonlinear inequality constrained optimization
- Global convergence of a general filter algorithm based on an efficiency condition of the step
- Optimal maximally decimated m-channel mirrored paraunitary linear phase FIR filter bank design via norm relaxed sequential quadratic programming
- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
- Extracting clusters from aggregate panel data: a market segmentation study
- A multidimensional filter SQP algorithm for nonlinear programming
- Improved filter-SQP algorithm with active set for constrained minimax problems
- An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization
- Sequential quadratic programming with a flexible step acceptance strategy
- A feasible filter SQP algorithm with global and local convergence
- An optimization method to estimate models with store-level data: a case study
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