An active set strategy for solving optimization problems with up to 200,000,000 nonlinear constraints

DOI10.1016/j.apnum.2009.07.009zbMath1173.65044OpenAlexW1987064897MaRDI QIDQ731965

Klaus Schittkowski

Publication date: 9 October 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2009.07.009

zbMATH Keywords

convergencenumerical resultssequential quadratic programmingnonlinear programmingline searchactive set strategymany constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (4)

Speed-up Benders decomposition using maximum density cut (MDC) generation ⋮ A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics ⋮ A robust implementation of a sequential quadratic programming algorithm with successive error restoration ⋮ An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization

Uses Software

• NLPQLP
• NLPQL
• ZQPCVX
• QL

Cites Work

• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• A computational study of active set strategies in nonlinear programming with linear constraints
• Solving nonlinear programming problems with very many constraints

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