A line search filter algorithm with inexact step computations for equality constrained optimization
From MaRDI portal
Publication:765270
DOI10.1016/j.apnum.2011.12.006zbMath1244.65091OpenAlexW2068016370MaRDI QIDQ765270
Publication date: 19 March 2012
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2011.12.006
global convergencenumerical resultsconstrained optimizationsequential quadratic programmingKrylov subspace methodfilterline searchNewton-like algorithminexact methodprimal-dual system
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)
Related Items
A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities ⋮ An infeasible active-set QP-free algorithm for general nonlinear programming
Cites Work
- Unnamed Item
- Unnamed Item
- A nonmonotone filter method for nonlinear optimization
- An inexact Newton method for nonconvex equality constrained optimization
- Test examples for nonlinear programming codes
- On the global convergence of an SLP-filter algorithm that takes EQP steps
- On the superlinear local convergence of a filter-SQP method
- Analysis of Inexact Trust-Region SQP Algorithms
- A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
- An Inexact SQP Method for Equality Constrained Optimization
- Solution of Sparse Indefinite Systems of Linear Equations
- On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- 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
- A Filter-Trust-Region Method for Unconstrained Optimization
- Benchmarking optimization software with performance profiles.
- Nonlinear programming without a penalty function.
