Global convergence of a robust filter SQP algorithm
From MaRDI portal
Publication:976392
DOI10.1016/j.ejor.2010.02.031zbMath1188.90191OpenAlexW2152467249MaRDI QIDQ976392
Wenjuan Xue, Xiongda Chen, Chungen Shen
Publication date: 11 June 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.02.031
Related Items (9)
An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization ⋮ An optimization method to estimate models with store-level data: a case study ⋮ Extracting clusters from aggregate panel data: a market segmentation study ⋮ Optimal maximally decimated m-channel mirrored paraunitary linear phase FIR filter bank design via norm relaxed sequential quadratic programming ⋮ A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics ⋮ Sequential quadratic programming with a flexible step acceptance strategy ⋮ Improved filter-SQP algorithm with active set for constrained minimax problems ⋮ An infeasible QP-free method without a penalty function for nonlinear inequality constrained optimization ⋮ On sequential approximate simultaneous analysis and design in classical topology optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Semi-infinite programming
- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
- Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
- Test examples for nonlinear programming codes
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- A robust sequential quadratic programming method
- STRSCNE: a scaled trust-region solver for constrained nonlinear equations
- On the superlinear local convergence of a filter-SQP method
- A norm-relaxed method of feasible directions for finely discretized problems from semi-infinite programming
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- Steering exact penalty methods for nonlinear programming
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- On the Global Convergence of a Filter--SQP Algorithm
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
- Line Search Filter Methods for Nonlinear Programming: Local Convergence
- A modified SQP method and its global convergence
- A modified SQP method with nonmonotone linesearch technique.
- Benchmarking optimization software with performance profiles.
- Nonlinear programming without a penalty function.
This page was built for publication: Global convergence of a robust filter SQP algorithm
