Global convergence on an active set SQP for inequality constrained optimization

DOI10.1016/j.cam.2004.10.012zbMath1074.65067OpenAlexW2169065741MaRDI QIDQ1779428

Xin-Wei Liu

Publication date: 1 June 2005

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.2004.10.012

zbMATH Keywords

global convergenceSequential quadratic programmingactive set methodNonlinearly constrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (3)

Optimization and finite-frequency \(H_\infty\) control of active suspensions in in-wheel motor driven electric ground vehicles ⋮ A sequential quadratic programming method for constrained multi-objective optimization problems ⋮ A modified SQP method with nonmonotone technique and its global convergence

Uses Software

• NLPQL

Cites Work

• Enlarging the region of convergence of Newton's method for constrained optimization
• A globally convergent method for nonlinear programming
• A robust sequential quadratic programming method
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• Globally Convergent Newton Methods for Nonsmooth Equations
• Serial and Parallel Computation of Karush–Kuhn–Tucker Points via Nonsmooth Equations
• A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs
• A Robust Algorithm for Optimization with General Equality and Inequality Constraints
• Primal-Dual Active Set Strategy for a General Class of Constrained Optimal Control Problems
• A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem
• A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
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