Sequential systems of linear equations method for general constrained optimization without strict complementarity

DOI10.1016/j.cam.2004.12.023zbMath1078.65055OpenAlexW2052044201MaRDI QIDQ557781

Lifeng Chen, Guo-Ping He, Yong-Li Wang

Publication date: 30 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.cam.2004.12.023

zbMATH Keywords

algorithmglobal convergencestrict complementarityconstrained optimizationnumerical experimentssuperlinear convergencepenalty functionlinear independenceactive set identification techniquesequential systems of linear equations method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items

A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity ⋮ A superlinearly convergent hybrid algorithm for solving nonlinear programming ⋮ An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization ⋮ Primal-dual interior point QP-free algorithm for nonlinear constrained optimization ⋮ An active set strategy based on the multiplier function or the gradient. ⋮ A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization ⋮ AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY ⋮ An improved sequential quadratic programming algorithm for solving general nonlinear programming problems ⋮ The use of QP-free algorithm in the limit analysis of slope stability ⋮ A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem ⋮ A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization ⋮ A QP-free algorithm of quasi-strongly sub-feasible directions for inequality constrained optimization ⋮ A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization ⋮ An infeasible QP-free method without a penalty function for nonlinear inequality constrained optimization

Cites Work

• Unnamed Item
• Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
• Test examples for nonlinear programming codes
• A QP-free constrained Newton-type method for variational inequality problems
• Local analysis of Newton-type methods for variational inequalities and nonlinear programming
• Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
• Sequential systems of linear equations algorithm for nonlinear optimization problems with general constraints
• Sequential systems of linear equations algorithm for nonlinear optimization problems -- general constrained problems.
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• Minimization of \(SC^ 1\) functions and the Maratos effect
• A New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization
• A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
• New Results on a Continuously Differentiable Exact Penalty Function
• On the Accurate Identification of Active Constraints
• A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Truncated Newton Algorithm for Large Scale Box Constrained Optimization