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Volumn 96, Issue 1, 2003, Pages 161-177

On the global convergence of an SLP-filter algorithm that takes EQP steps

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DIGITAL FILTERS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

EID: 14944352190     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-003-0378-6     Document Type: Article
Times cited : (104)

References (21)
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    • Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA
    • Biegler, L.T., Wächter, A.: Global and local convergence of line search filter methods for nonlinear programming. CAPD Technical Report B-01-09, Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA, 2001
    • (2001) CAPD Technical Report , vol.B-01-09
    • Biegler, L.T.1    Wächter, A.2
  • 5
    • 0002336672 scopus 로고
    • A trust region strategy for nonlinear equality constrained optimization
    • P.T. Boggs, R.H. Byrd and R.B. Schnabel (eds), SIAM, Philadelphia, PA
    • Celis, M.R., Dennis Jr, J.E., Tapia, R.A.: A trust region strategy for nonlinear equality constrained optimization. In: Numerical Optimization 1984, P.T. Boggs, R.H. Byrd and R.B. Schnabel (eds), SIAM, Philadelphia, PA, 71-82 (1984)
    • (1984) Numerical Optimization 1984 , pp. 71-82
    • Celis, M.R.1    Dennis Jr., J.E.2    Tapia, R.A.3
  • 7
    • 2442559714 scopus 로고    scopus 로고
    • Numerical results of SLPSQP, filterSQP and LANCELOT on selected CUTE test problems
    • Department of Mathematics, University of Dundee, Scotland
    • Chin, C.M.: Numerical results of SLPSQP, filterSQP and LANCELOT on selected CUTE test problems. Numerical Analysis Report NA/203, Department of Mathematics, University of Dundee, Scotland, 2001
    • (2001) Numerical Analysis Report , vol.NA-203
    • Chin, C.M.1
  • 8
    • 33751064155 scopus 로고    scopus 로고
    • Numerical performance of an SLP-filter algorithm that takes EQP steps
    • Department of Mathematics, University of Dundee, Scotland
    • Chin, C.M., Fletcher, R.: Numerical performance of an SLP-filter algorithm that takes EQP steps. Numerical Analysis Report NA/202, Department of Mathematics, University of Dundee, Scotland, 2001
    • (2001) Numerical Analysis Report , vol.NA-202
    • Chin, C.M.1    Fletcher, R.2
  • 10
    • 0026104343 scopus 로고
    • A global convergence theory for the Celis-Dennis-Tapia trust-region algorithm for constrained optmization
    • El-Alem, M.: A global convergence theory for the Celis-Dennis-Tapia trust-region algorithm for constrained optmization. SIAM J. Numerical Analysis 28, 266-290 (1991)
    • (1991) SIAM J. Numerical Analysis , vol.28 , pp. 266-290
    • El-Alem, M.1
  • 12
    • 0003501597 scopus 로고    scopus 로고
    • Nonlinear programming without a penalty function
    • Numerical Analysis Report NA/171, Department of Mathematics, University of Dundee, Scotland, to appear in
    • Fletcher, R., Leyffer, S.: Nonlinear programming without a penalty function. Numerical Analysis Report NA/171, Department of Mathematics, University of Dundee, Scotland, to appear in Mathematical Programming, 1997
    • (1997) Mathematical Programming
    • Fletcher, R.1    Leyffer, S.2
  • 13
    • 0742308730 scopus 로고    scopus 로고
    • A bundle filter method for nonsmooth nonlinear optimization
    • Department of Mathematics, University of Dundee, Scotland
    • Fletcher, R., Leyffer, S.: A bundle filter method for nonsmooth nonlinear optimization. Numerical Analysis Report NA/195, Department of Mathematics, University of Dundee, Scotland, 1999
    • (1999) Numerical Analysis Report , vol.NA-195
    • Fletcher, R.1    Leyffer, S.2
  • 14
    • 0013468012 scopus 로고    scopus 로고
    • On the global convergence of an SLP-filter algorithm
    • Department of Mathematics, University of Dundee, Scotland
    • Fletcher, R., Leyffer, S., Toint, Ph.L.: On the global convergence of an SLP-filter algorithm. Numerical Analysis Report NA/183, Department of Mathematics, University of Dundee, Scotland, 1998
    • (1998) Numerical Analysis Report , vol.NA-183
    • Fletcher, R.1    Leyffer, S.2    Toint, Ph.L.3
  • 15
    • 33751027004 scopus 로고    scopus 로고
    • On the global convergence of a filter-SQP algorithm
    • Department of Mathematics, University of Dundee
    • Fletcher, R., Leyffer, S., Toint, Ph.L.: On the global convergence of a filter-SQP algorithm. Numerical Analysis Report NA/197, Department of Mathematics, University of Dundee, 2000
    • (2000) Numerical Analysis Report , vol.NA-197
    • Fletcher, R.1    Leyffer, S.2    Toint, Ph.L.3
  • 16
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    • Nonlinear programming and nonsmooth optimization by successive linear programming
    • Fletcher, R., Sainz de la Maza, E.: Nonlinear programming and nonsmooth optimization by successive linear programming. Math. Programming 43, 235-256 (1989)
    • (1989) Math. Programming , vol.43 , pp. 235-256
    • Fletcher, R.1    Sainz De La Maza, E.2
  • 19
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    • (1991) Math. Programming , vol.49 , pp. 189-211
    • Powell, M.J.D.1    Yuan, Y.2
  • 20
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    • Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
    • to appear
    • Ulbrich, M., Ulbrich, S.: Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function, to appear in Mathematical Programming, 2002
    • (2002) Mathematical Programming
    • Ulbrich, M.1    Ulbrich, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.