Sequential penalty quadratic programming filter methods for nonlinear programming

Nonlinear Analysis: Real World Applications

Volumn 8, Issue 1, 2007, Pages 118-129

  Nie, Pu yan ^a  

^a JINAN UNIVERSITY   (China)

Author keywords

Constrained optimization; Filter method; Nonlinear programming; SlQP method

Indexed keywords

CONSTRAINT THEORY; FUNCTION EVALUATION; NUMERICAL METHODS; PROBLEM SOLVING; THEOREM PROVING;

CONSTRAINED OPTIMIZATION; CONSTRAINT VIOLATION; FILTER METHODS; SEQUENTIAL PENALTY QUADRATIC PROGRAMMING (SLQP);

QUADRATIC PROGRAMMING;

EID: 33750060318     PISSN: 14681218     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.nonrwa.2005.06.003     Document Type: Article

References (15)

1. Audet C., and Dennis Jr. J.E. Combining patter search and filter algorithms for derivative free optimization, TR00-9 Department of Computational and Applied Mathematics (2000), Rice University, Houston, TX
2. Dolan E.D., and More J.J. Benchmarking optimization software with performance profiles. Math. Programming 91 (2002) 201-213
3. Fletcher R. Practical methods of optimization, Constrained Optimization vol. 2 (1987), Wiley, New York, Toronto
4. R. Fletcher, S. Leyffer, User manual for filter SQP, Technical Report NA/181, Department of Mathematics, University of Dundee, 1998.
5. R. Fletcher, S. Leyffer, A bundle filter method for nonsmooth nonlinear optimization, Technical Report NA/195, Department of Mathematics, University of Dundee, 1999.
6. Fletcher R., and Leyffer S. Nonlinear programming without a penalty function. Math. Programming 91 (2002) 239-269
7. R. Fletcher, S. Leyffer, P.L. Toint, On the global convergence of an SLP-filter algorithm, Technical Report. NA/183, Department of Mathematics, University of Dundee, 1998.
8. Fletcher R., Leyffer S., and Toint P.L. On the global convergence of a SQP-filter algorithm. SIAM J. Optim. 13 (2002) 44-59
9. Nie P.Y. Composite-step like filter methods for equality constraint problems. J. Comput. Math. 21 (2003) 613-624
10. Nie P.Y. A filter method for solving nonlinear complementarity problems. Appl. Math. Comput. 167 (2005) 677-694
11. P.Y. Nie, C.F. Ma, A trust region filter method for general nonlinear programming, Appl. Math. Comput., to appear.
12. Ulbrich M., Ulbrich S., and Vicente L.N. A globally convergent primal-dual interior-point filter method for nonconvex nonlinear programming. Math. Programming 100 (2004) 379-410
13. Ulbrich S. On the superlinear local convergence of a filter-SQP methods. Math. Programming 100 (2004) 217-245
14. Yuan Y. On a subproblem of trust region algorithms for constrained optimization. Math. Programming 47 (1990) 53-63
15. Yuan Y.X. On the convergence of a new trust region algorithm. Numerische Math. 70 (1995) 515-539