A Filter Method with Unified Step Computation for Nonlinear Optimization

DOI10.1137/130920599zbMath1301.49070OpenAlexW2085184045MaRDI QIDQ4979864

Daniel P. Robinson, Yueling Loh, Nicholas I. M. Gould

Publication date: 19 June 2014

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

Full work available at URL: http://purl.org/net/epubs/work/65539

zbMATH Keywords

sequential quadratic programmingnonlinear optimizationnonlinear programmingfilter methodrestoration phase

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Methods of successive quadratic programming type (90C55)

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Uses Software

• LANCELOT

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