Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver

DOI10.1137/18M1176488zbMath1447.90075arXiv1803.09224OpenAlexW3038680892MaRDI QIDQ3300768

Hao Wang, Jiashan Wang, James V. Burke, Frank E. Curtis

Publication date: 30 July 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.09224

zbMATH Keywords

nonlinear optimizationexact penalty functionsconvex composite optimizationsequential quadratic optimizationinfeasibility detectioninexact matrix-free methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55)

Related Items

Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds

Uses Software

• Ipopt

Cites Work

• Unnamed Item
• Unnamed Item
• A line search exact penalty method using steering rules
• A globally convergent method for nonlinear programming
• Test example for nonlinear programming codes
• A robust sequential quadratic programming method
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• A sequential quadratic programming method for potentially infeasible mathematical programs
• An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization
• A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection
• Steering exact penalty methods for nonlinear programming
• Exact penalty functions in nonlinear programming
• A Robust Trust Region Method for Constrained Nonlinear Programming Problems