A trust region SQP-filter method for nonlinear second-order cone programming

DOI10.1016/j.camwa.2012.01.002zbMath1252.90060OpenAlexW2013995417MaRDI QIDQ692204

Xiangsong Zhang, Zhenhua Liu, San-Yang Liu

Publication date: 4 December 2012

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.01.002

zbMATH Keywords

global convergencetrust region methodsecond-order cone programmingfilter techniquesequence quadratic programming method

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (9)

A line search penalty-free method for nonlinear second-order cone programming ⋮ A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization ⋮ An Affine Scaling Interior Trust-Region Algorithm Combining Backtracking Line Search with Filter Technique for Nonlinear Constrained Optimization ⋮ Stochastic approach for the solution of multi-pantograph differential equation arising in cell-growth model ⋮ An alternating direction method for convex quadratic second-order cone programming with bounded constraints ⋮ A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints ⋮ Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization ⋮ An improved sequential quadratic programming algorithm for solving general nonlinear programming problems ⋮ A prediction-correction inexact alternating direction method for convex nonlinear second-order cone programming with linear constraints

Uses Software

• ipfilter

Cites Work

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