Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
From MaRDI portal
Publication:5317547
DOI10.1137/S1052623403426556zbMath1114.90128MaRDI QIDQ5317547
Andreas Wächter, Lorenz T. Biegler
Publication date: 16 September 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
global convergencebarrier methodsequential quadratic programmingnonlinear programminginterior point methodline searchfilter methodnonconvex constrained optimization
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)
Related Items
On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods, On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations, HyKKT: a hybrid direct-iterative method for solving KKT linear systems, A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results, A globally convergent regularized interior point method for constrained optimization, Finding graph embeddings by incremental low-rank semidefinite programming, A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization, A new global algorithm for factor-risk-constrained mean-variance portfolio selection, Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity, Structural topology optimization of elastoplastic continuum under shakedown theory, A symmetric splitting sequential quadratic optimization algorithm for two-block nonlinearly constrained nonconvex optimization, A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization, On the identification of Lamé parameters in linear isotropic elasticity via a weighted self-guided TV-regularization method, Combined Newton-gradient method for constrained root-finding in chemical reaction networks, On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces, Structure-Exploiting Interior Point Methods, Optimization-based approach to path planning for closed chain robot systems, The Sequential Quadratic Programming Method, A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem, Proximal Distance Algorithms: Theory and Examples, Optimization of current carrying multicables, A line search exact penalty method with bi-object strategy for nonlinear constrained optimization, A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization, Practical implementation of an interior point nonmonotone line search filter method, A filter algorithm: comparison with NLP solvers, Challenges in Enterprise Wide Optimization for the Process Industries, Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization, Assessing the potential of interior point barrier filter line search methods: nonmonotoneversusmonotone approach, Interior point filter method for semi-infinite programming problems, A dwindling filter line search method for unconstrained optimization, A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming, A Mixed-Integer PDE-Constrained Optimization Formulation for Electromagnetic Cloaking, ParNMPC – a parallel optimisation toolkit for real-time nonlinear model predictive control, A central path interior point method for nonlinear programming and its local convergence, An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization, \texttt{acados} -- a modular open-source framework for fast embedded optimal control, A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization, A line search penalty-free method for nonlinear second-order cone programming, An inertia-free filter line-search algorithm for large-scale nonlinear programming, A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization, Fast and stable nonconvex constrained distributed optimization: the ELLADA algorithm, Model and discretization error adaptivity within stationary gas transport optimization, Structure exploitation in an interior-point method for fully discretized, state constrained optimal control problems, On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization, Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization, Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization, Optimization of a fertilizer spreading process, A line search filter inexact SQP method for nonlinear equality constrained optimization, A penalty-interior-point algorithm for nonlinear constrained optimization, A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities, Line search filter inexact secant methods for nonlinear equality constrained optimization, A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization, A restoration-free filter SQP algorithm for equality constrained optimization, A line search filter secant method for nonlinear equality constrained optimization, A tri-dimensional filter SQP algorithm for variational inequality problems, The adaptive convexification algorithm for semi-infinite programming with arbitrary index sets, A new penalty-free-type algorithm based on trust region techniques, Numerical Determination of Extremal Points and Asymptotic Order of Discrete Minimal Riesz Energy for Regular Compact Sets, A trust-region framework for constrained optimization using reduced order modeling, Optimal management of a bioreactor for eutrophicated water treatment: a numerical approach, A selective strategy for shakedown analysis of engineering structures, An interior point method for nonlinear optimization with a quasi-tangential subproblem, A secant algorithm with line search filter method for nonlinear optimization, A filter secant method with nonmonotone line search for equality constrained optimization, An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix, Shakedown analysis with multidimensional loading spaces, A non-monotone line search multidimensional filter-SQP method for general nonlinear programming, A dwindling filter line search algorithm for nonlinear equality constrained optimization, An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness, A new filter algorithm for a system of nonlinear equations, An improved nonmonotone filter trust region method for equality constrained optimization, Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming, An improved line search filter method for the system of nonlinear equations, Consistency method for measurements of the support function of a convex body in the metric of \(L_\infty\), A filter algorithm with inexact line search, A nonmonotone line search filter algorithm for the system of nonlinear equations, A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization, A filter algorithm for nonlinear systems of equalities and inequalities, An augmented Lagrangian filter method, A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization, Global convergence of a general filter algorithm based on an efficiency condition of the step, Numerical lower bound shakedown analysis of engineering structures, Study of a primal-dual algorithm for equality constrained minimization, Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization, On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods, Lifting mathematical programs with complementarity constraints, An exact penalty-Lagrangian approach for large-scale nonlinear programming, A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization, Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization, A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization, Computing feasible points for binary MINLPs with MPECs, A trust-region approach with novel filter adaptive radius for system of nonlinear equations, An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables, AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY, An adaptively regularized sequential quadratic programming method for equality constrained optimization, An improved finite element meshing strategy for dynamic optimization problems, On rigorous upper bounds to a global optimum, Structured regularization for barrier NLP solvers, A basis reduction method using proper orthogonal decomposition for shakedown analysis of kinematic hardening material, Global and local convergence of a class of penalty-free-type methods for nonlinear programming, An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities, Sequential quadratic programming with a flexible step acceptance strategy, A nonmonotone filter method for nonlinear optimization, A filter trust-region algorithm for unconstrained optimization with strong global convergence properties, A line search filter approach for the system of nonlinear equations, Primal-dual interior-point method for thermodynamic gas-particle partitioning, An interior-point piecewise linear penalty method for nonlinear programming, A reduced Hessian algorithm with line search filter method for nonlinear programming, Nonmonotone filter DQMM method for the system of nonlinear equations, On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming, Global convergence of a robust filter SQP algorithm, Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties, A filter-line-search method for unconstrained optimization, A filter proximal bundle method for nonsmooth nonconvex constrained optimization, Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC, A feasible filter SQP algorithm with global and local convergence, A penalty-free method with line search for nonlinear equality constrained optimization, Local convergence of filter methods for equality constrained non-linear programming, Global convergence of a tri-dimensional filter SQP algorithm based on the line search method, A nonlinear interval portfolio selection model and its application in banks, Direct Multiple Shooting for Nonlinear Optimum Experimental Design, A trust-region SQP method without a penalty or a filter for nonlinear programming, A line search SQP method without a penalty or a filter, Convergence of a Three-Dimensional Dwindling Filter Algorithm Without Feasibility Restoration Phase, A first approach to learning a best basis for gravitational field modelling, A penalty-function-free line search SQP method for nonlinear programming, Object Library of Algorithms for Dynamic Optimization Problems: Benchmarking SQP and Nonlinear Interior Point Methods, Gauss-Newton-based BFGS method with filter for unconstrained minimization, A filter inexact-restoration method for nonlinear programming, A line search filter algorithm with inexact step computations for equality constrained optimization, A filter interior-point algorithm with projected Hessian updating for nonlinear optimization, Some results on the filter method for nonlinear complementary problems, A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs, A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization, A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints
Uses Software