An SQP-filter method for inequality constrained optimization and its global convergence

DOI10.1016/j.amc.2011.05.019zbMath1236.65071OpenAlexW2050169858MaRDI QIDQ555460

Xiangling Wang, Qingqun Huang, Shuangyong Zuo, Zhi Bin Zhu

Publication date: 22 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.amc.2011.05.019

zbMATH Keywords

global convergencenumerical resultsfilter approachinequality constraint optimizationsuccessive quadratic programming (SQP) method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of successive quadratic programming type (90C55)

Related Items (6)

A dwindling filter trust region algorithm for nonlinear optimization ⋮ Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization ⋮ A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities ⋮ Global convergence of a general filter algorithm based on an efficiency condition of the step ⋮ A filter method for nonlinear semidefinite programming with global convergence ⋮ Filter-based stochastic algorithm for global optimization

Uses Software

• ipfilter

Cites Work

• Sequential penalty quadratic programming filter methods for nonlinear programming
• A modified SQP-filter method and its global convergence
• Test examples for nonlinear programming codes
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• An improved SQP algorithm for inequality constrained optimization
• A SQP method for inequality constrained optimization.
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• On the superlinear local convergence of a filter-SQP method
• A trust region filter method for general non-linear programming
• On the Global Convergence of a Filter--SQP Algorithm
• A modified SQP method and its global convergence
• A modified SQP method with nonmonotone linesearch technique.
• Nonlinear programming without a penalty function.

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