A filter SQP algorithm without a feasibility restoration phase

DOI10.1590/S1807-03022009000200003zbMath1183.65069OpenAlexW2103489418WikidataQ113070873 ScholiaQ113070873MaRDI QIDQ843266

Wenjuan Xue, Chungen Shen, Pu, Dingguo

Publication date: 12 October 2009

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1590/s1807-03022009000200003

zbMATH Keywords

algorithmglobal convergencenumerical resultsconstrained optimizationsequential quadratic programmingfilterrestoration phase

Mathematics Subject Classification ID

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

Related Items

A restoration-free filter SQP algorithm for equality constrained optimization, A tri-dimensional filter SQP algorithm for variational inequality problems, Handling infeasibility in a large-scale nonlinear optimization algorithm, A filter algorithm for nonlinear systems of equalities and inequalities, A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization, On optimization strategies for parameter estimation in models governed by partial differential equations, Sequential quadratic programming with a flexible step acceptance strategy, On the behaviour of constrained optimization methods when Lagrange multipliers do not exist, A feasible filter SQP algorithm with global and local convergence, On sequential optimality conditions for smooth constrained optimization, Optimality properties of an augmented Lagrangian method on infeasible problems

Uses Software

• STRSCNE
• ipfilter