A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization

DOI10.1016/j.camwa.2009.07.018zbMath1189.90199OpenAlexW2052529091MaRDI QIDQ979866

Wei-Xin Cheng, Jin-Bao Jian, Ran Quan

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.07.018

zbMATH Keywords

global convergenceinterior-point methodsuperlinear convergenceQP-free algorithmworking set

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

Related Items (4)

A globally convergent QP-free algorithm for nonlinear semidefinite programming ⋮ An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization ⋮ A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints ⋮ An infeasible active-set QP-free algorithm for general nonlinear programming

Uses Software

• SNOPT
• CUTEr
• CUTE

Cites Work

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• Sequential systems of linear equations method for general constrained optimization without strict complementarity
• A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• Test example for nonlinear programming codes
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• A QP-free constrained Newton-type method for variational inequality problems
• Sequential systems of linear equations algorithm for nonlinear optimization problems with general constraints
• A simple primal-dual feasible interior-point method for nonlinear programming with monotone descent
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• A New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization
• A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
• Strongly Regular Generalized Equations
• On the Accurate Identification of Active Constraints
• CUTE
• A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
• Interior Methods for Nonlinear Optimization
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

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