A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
From MaRDI portal
Publication:4441945
DOI10.1137/S1052623401383881zbMath1101.90394MaRDI QIDQ4441945
Yu-Fei Yang, Liqun Qi, Dong-hui Li
Publication date: 19 January 2004
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
optimizationglobal convergencesuperlinear convergencesequential linear equation algorithmactive set strategy
Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55)
Related Items
A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems ⋮ A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity ⋮ Feasible methods for nonconvex nonsmooth problems with applications in green communications ⋮ A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization ⋮ An infeasible nonmonotone SSLE algorithm for nonlinear programming ⋮ A globally convergent QP-free algorithm for inequality constrained minimax optimization ⋮ Primal-dual interior point QP-free algorithm for nonlinear constrained optimization ⋮ Newton-KKT interior-point methods for indefinite quadratic programming ⋮ An improved feasible QP-free algorithm for inequality constrained optimization ⋮ A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization ⋮ A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization ⋮ An improved interior-type feasible QP-free algorithm for inequality constrained optimization problems ⋮ Sufficient descent Polak-Ribière-Polyak conjugate gradient algorithm for large-scale box-constrained optimization ⋮ A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization ⋮ A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse ⋮ A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences ⋮ An improved sequential quadratic programming algorithm for solving general nonlinear programming problems ⋮ The use of QP-free algorithm in the limit analysis of slope stability ⋮ A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem ⋮ A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization ⋮ A new feasible descent primal-dual interior point algorithm for nonlinear inequality constrained optimization ⋮ A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization ⋮ A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization ⋮ An infeasible active-set QP-free algorithm for general nonlinear programming ⋮ A global QP-free algorithm for mathematical programs with complementarity constraints ⋮ A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints
Uses Software
This page was built for publication: A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
