Global convergence of a tri-dimensional filter SQP algorithm based on the line search method

DOI10.1016/j.apnum.2008.01.005zbMath1155.90023OpenAlexW2077893813MaRDI QIDQ999072

Chungen Shen, Wenjuan Xue, Pu, Dingguo

Publication date: 30 January 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2008.01.005

zbMATH Keywords

filterbacktrackingSQPconstrained optimization problemline search method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (12)

A dwindling filter trust region algorithm for nonlinear optimization ⋮ A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization ⋮ A stabilized filter SQP algorithm for nonlinear programming ⋮ Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization ⋮ A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities ⋮ A tri-dimensional filter SQP algorithm for variational inequality problems ⋮ A non-monotone line search multidimensional filter-SQP method for general nonlinear programming ⋮ A filter algorithm with inexact line search ⋮ 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 ⋮ Global convergence of a robust filter SQP algorithm ⋮ Convergence of a Three-Dimensional Dwindling Filter Algorithm Without Feasibility Restoration Phase

Uses Software

• STRSCNE
• SNOPT
• Filtrane

Cites Work

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