Active Set Identification in Nonlinear Programming
From MaRDI portal
Publication:3440223
DOI10.1137/050626776zbMath1174.90813OpenAlexW1969974549MaRDI QIDQ3440223
Stephen J. Wright, Christina Oberlin
Publication date: 22 May 2007
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050626776
Mixed integer programming (90C11) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
Related Items
An \(\mathrm S\ell _1 \mathrm{LP}\)-active set approach for feasibility restoration in power systems, On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems, An inexact first-order method for constrained nonlinear optimization, An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions, On the use of piecewise linear models in nonlinear programming, Dual convergence for penalty algorithms in convex programming, Improving ultimate convergence of an augmented Lagrangian method, Primal-dual active-set methods for large-scale optimization, AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY, A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints, A stabilized SQP method: superlinear convergence, On the accurate identification of active set for constrained minimax problems, A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem, An accurate active set Newton algorithm for large scale bound constrained optimization., New active set identification for general constrained optimization and minimax problems, Fused Multiple Graphical Lasso, Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it, An active-set proximal quasi-Newton algorithm for ℓ1-regularized minimization over a sphere constraint, Active-set prediction for interior point methods using controlled perturbations
Uses Software
