ODE versus SQP methods for constrained optimization

DOI10.1007/BF00939812zbMath0655.65092MaRDI QIDQ1109530

S. H. Smith

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

comparison of methodsconstrained optimizationsequential quadratic programmingnumerical examplestest problemscomputational algorithmstrajectory following methodsODE methodshighly nonlinear problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (13)

Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data ⋮ Algorithms for unconstrained optimization problems via control theory ⋮ ODE versus SQP methods for constrained optimization ⋮ The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ Identification of flexural rigidity in a Kirchhoff plates model using a convex objective and continuous Newton method ⋮ Global Dynamical Solvers for Nonlinear Programming Problems ⋮ Feedback stabilization methods for the solution of nonlinear programming problems ⋮ Optimal homotopy asymptotic method-least square for solving nonlinear fractional-order gradient-based dynamic system from an optimization problem ⋮ A curvilinear search algorithm for unconstrained optimization by automatic differentiation ⋮ Constrained optimization: Projected gradient flows ⋮ Direct transcription solution of optimal control problems with higher-order state constraints: theory vs practice ⋮ K-K-T multiplier estimates and objective function lower bounds from projective SUMT ⋮ A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set

Uses Software

• NPSOL
• VMCWD
• dverk

Cites Work

• Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
• ODE versus SQP methods for constrained optimization
• Test examples for nonlinear programming codes
• Constrained optimization along geodesics
• Conjugate gradient method for computing the Moore-Penrose inverse and rank of a matrix
• A Newton-type curvilinear search method for constrained optimization
• A relaxation method for solving problems of non-linear programming
• Variational methods for the solution of problems of equilibrium and vibrations
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