On the use of outer approximations as an external active set strategy

DOI10.1007/s10957-010-9655-8zbMath1197.90330OpenAlexW2064339629MaRDI QIDQ711701

H. Chung, Elijah Polak, Shankar S. Sastry

Publication date: 27 October 2010

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9655-8

zbMATH Keywords

inequality constrained optimizationouter approximationsactive set strategies

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (1)

Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo

Uses Software

• KNITRO
• PARDISO
• SNOPT
• TOMLAB
• CFSQP
• Ipopt
• NPSOL

Cites Work

• An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems
• Newton's method for convex programming and Tschebyscheff approximation
• Optimization. Algorithms and consistent approximations
• Constrained model predictive control: Stability and optimality
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Minimum-time trajectory planning of mechanical manipulators under dynamic constraints
• An External Active-Set Strategy for Solving Optimal Control Problems
• The direct solution of nonconvex nonlinear FIR filter design problems by a SIP method
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