A line search filter inexact SQP method for nonlinear equality constrained optimization

DOI10.1007/s11424-012-0018-4zbMath1269.49057OpenAlexW3140744599MaRDI QIDQ2391911

Li Cai, De-Tong Zhu

Publication date: 5 August 2013

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-0018-4

zbMATH Keywords

Maratos effectlarge-scale applicationsexact search directioninexact sequential quadratic programming methodline search filter techniqueq-superlinear local convergence ratesecond-order correction step

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Large-scale systems (93A15)

Uses Software

• ipfilter

Cites Work

• On the global convergence of an SLP-filter algorithm that takes EQP steps
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• On the superlinear local convergence of a filter-SQP method
• An Inexact SQP Method for Equality Constrained Optimization
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• 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.