Global and local convergence of a class of penalty-free-type methods for nonlinear programming

DOI10.1016/j.apm.2011.10.009zbMath1252.90078OpenAlexW1974610717MaRDI QIDQ693410

Songqiang Qiu, Zhongwen Chen

Publication date: 7 December 2012

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2011.10.009

zbMATH Keywords

global convergencenonlinear programminglocal superlinear convergencefeasibility safeguarding methodpenalty-free-type algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (9)

A globally convergent penalty-free method for optimization with equality constraints and simple bounds ⋮ On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization ⋮ A globally convergent regularized interior point method for constrained optimization ⋮ Convergence of a stabilized SQP method for equality constrained optimization ⋮ An interior point method for nonlinear optimization with a quasi-tangential subproblem ⋮ An adaptively regularized sequential quadratic programming method for equality constrained optimization ⋮ A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming ⋮ An infeasible QP-free method without a penalty function for nonlinear inequality constrained optimization ⋮ A central path interior point method for nonlinear programming and its local convergence

Uses Software

• LANCELOT
• CUTEr
• ipfilter
• Ipopt
• CUTE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new penalty-free-type algorithm based on trust region techniques
• Nonlinear programming without a penalty function or a filter
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• On the superlinear local convergence of a filter-SQP method
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
• A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
• New Results on a Continuously Differentiable Exact Penalty Function
• Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
• Quasi-Newton Methods, Motivation and Theory
• Numerical Optimization
• CUTE
• 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
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Global and local convergence of a filter line search method for nonlinear programming
• Nonlinear programming without a penalty function.

This page was built for publication: Global and local convergence of a class of penalty-free-type methods for nonlinear programming