A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
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Publication:939555
DOI10.1016/j.cam.2007.09.024zbMath1148.65045OpenAlexW2159244544MaRDI QIDQ939555
Publication date: 22 August 2008
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2007.09.024
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
Related Items (6)
A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization ⋮ A method of sequential log-convex programming for engineering design ⋮ A working set SQCQP algorithm with simple nonmonotone penalty parameters ⋮ Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems ⋮ A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences ⋮ A simply sequential quadratically constrained quadratic programming method of strongly sub-feasible directions for constrained optimization
Uses Software
Cites Work
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- On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
- Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
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- A Nonmonotone Line Search Technique for Newton’s Method
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