A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming

DOI10.1080/00207160802702400zbMath1183.65070OpenAlexW2087900736MaRDI QIDQ5850766

Pu, Dingguo, Chungen Shen, Wenjuan Xue

Publication date: 15 January 2010

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160802702400

zbMATH Keywords

nonlinear programmingSQPtrust regionKKT pointmultidimensional filter

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items (4)

An accelerating algorithm for globally solving nonconvex quadratic programming ⋮ A dwindling filter line search algorithm for nonlinear equality constrained optimization ⋮ A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization ⋮ Nonmonotone filter DQMM method for the system of nonlinear equations

Uses Software

• Filtrane

Cites Work

• A derivative-free filter algorithm for nonlinear complementarity problem
• Sequential penalty quadratic programming filter methods for nonlinear programming
• A variable metric method for nonsmooth convex constrained optimization
• Test examples for nonlinear programming codes
• On the superlinear local convergence of a filter-SQP method
• A filter method for solving nonlinear complementarity problems
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A Trust-Region Approach to Nonlinear Systems of Equalities and Inequalities
• On the Global Convergence of a Filter--SQP Algorithm
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• A Filter-Trust-Region Method for Unconstrained Optimization
• Benchmarking optimization software with performance profiles.
• Nonlinear programming without a penalty function.

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