A robust implementation of a sequential quadratic programming algorithm with successive error restoration
From MaRDI portal
Publication:537640
DOI10.1007/s11590-010-0207-9zbMath1220.90166OpenAlexW2007782282WikidataQ113106175 ScholiaQ113106175MaRDI QIDQ537640
Publication date: 20 May 2011
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-010-0207-9
sequential quadratic programmingnonlinear programmingline searchnumerical algorithmSQPrestartnoisy functions
Related Items
A lower-bound formulation for the geometry and topology optimization of truss structures under multiple loading, Robust dynamical compensator design for discrete-time linear periodic systems, Optimal production schedule in a single-supplier multi-manufacturer supply chain involving time delays in both levels, A comparative performance evaluation of 27 nonlinear programming codes, A sequential quadratic programming algorithm for equality-constrained optimization without derivatives
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A numerically stable dual method for solving strictly convex quadratic programs
- An active set strategy for solving optimization problems with up to 200,000,000 nonlinear constraints
- On the limited memory BFGS method for large scale optimization
- More test examples for nonlinear programming codes
- Nonlinear programming codes. Information, tests, performance
- Test examples for nonlinear programming codes
- Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
- Optimization techniques for solving elliptic control problems with control and state constraints. I: Boundary control
- Numerical data fitting in dynamical systems. A practical introduction with applications and software. With CD-ROM
- Minimization of functions having Lipschitz continuous first partial derivatives
- On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
- Updating Quasi-Newton Matrices with Limited Storage
- CUTE
- Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization
- A Nonmonotone Line Search Technique for Newton’s Method
- An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
- Convergence Conditions for Ascent Methods
- Optimization techniques for solving elliptic control problems with control and state constraints. II: Distributed control
- On the nonmonotone line search
