Nonmonotone filter DQMM method for the system of nonlinear equations

DOI10.1016/j.amc.2011.04.023zbMath1223.65036OpenAlexW2085362780MaRDI QIDQ548014

Chao Gu

Publication date: 27 June 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.04.023

zbMATH Keywords

convergencesystem of nonlinear equationsconstrained optimizationnumerical experimentsnonlinear programmingline searchfilter methodnonmonotonediagonalized quasi-Newton multiplier method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Methods of quasi-Newton type (90C53)

Related Items

A new filter algorithm for a system of nonlinear equations ⋮ Global convergence of a nonmonotone filter method for equality constrained optimization ⋮ An improved line search filter method for the system of nonlinear equations

Uses Software

• ipfilter

Cites Work

• Unnamed Item
• A derivative-free method for the system of nonlinear equations
• Sequential penalty quadratic programming filter methods for nonlinear programming
• A globally and superlinearly convergent modified SQP-filter method
• A projection-filter method for solving nonlinear complementarity problems
• A filter interior-point algorithm with projected Hessian updating for nonlinear optimization
• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• On the convergence of Newton iterations to non-stationary points
• A null space method for solving system of equations.
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• CDT like approaches for the system of nonlinear equations
• An SQP approach with line search for a system of nonlinear equations
• A line search filter approach for the system of nonlinear equations
• A filter method for solving nonlinear complementarity problems
• Numerical Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
• Nonlinear programming without a penalty function.