A penalty-function-free line search SQP method for nonlinear programming

DOI10.1016/j.cam.2008.09.031zbMath1169.65060OpenAlexW2118309096MaRDI QIDQ1019803

Chungen Shen, Wenjuan Xue, Pu, Dingguo

Publication date: 28 May 2009

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.2008.09.031

zbMATH Keywords

global convergencenumerical resultssequential quadratic programminglocal convergenceline searchnon-monotonicitysecond order correctiontrust region problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

Related Items (8)

A globally convergent penalty-free method for optimization with equality constraints and simple bounds ⋮ A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization ⋮ An interior point method for nonlinear optimization with a quasi-tangential subproblem ⋮ Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization ⋮ Optimal maximally decimated m-channel mirrored paraunitary linear phase FIR filter bank design via norm relaxed sequential quadratic programming ⋮ An adaptively regularized sequential quadratic programming method for equality constrained optimization ⋮ On the Local Convergence of a Penalty-Function-Free SQP Method ⋮ A central path interior point method for nonlinear programming and its local convergence

Uses Software

• LANCELOT
• SNOPT

Cites Work

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• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Nonlinear programming without a penalty function.

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