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Abstract: This paper describes the implementation of a trust region based SLP lter algorithm that takes EQP steps. The prototype code SLPSQP is a particular implementation and it is interfaced with CPLEX version 4.0 to solve linear programming subproblems. To obtain EQP steps, we exploit the CPLEX callable library facilities. (Update)
Active bibliography (related documents): More All
0.2: Filter-type Algorithms for Solving Systems of Algebraic.. - Fletcher, Leyffer (2001) (Correct)
0.2: An Active-Set Algorithm for Nonlinear Programming Using .. - Byrd, Gould, Nocedal.. (2002) (Correct)
0.2: On the Convergence of Successive Linear Programming.. - Byrd, Gould, Nocedal, Waltz (2003) (Correct)
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2.1: Numerical Results of SLPSQP, filterSQP and LANCELOT on Selected.. - Chin (2001) (Correct)
2.1: On the Global Convergence of an SLP-Filter Algorithm that takes.. - Chin, (1999) (Correct)
0.8: On the Global Convergence of an SLP-Filter Algorithm - Fletcher, Leyffer, Toint (1998) (Correct)
BibTeX entry: (Update)
@misc{ chin-numerical,
author = "Choong Ming Chin and Roger Fletcher",
title = "Numerical Performance of an SLP-Filter Algorithm that takes EQP steps",
url = "citeseer.ist.psu.edu/article/chin01numerical.html" }
Citations (may not include all citations):125 LANCELOT: a Fortran Package for Large-Scale Nonlinear Optimi.. (context) - Conn, Gould et al. - 1992
58 Nonlinear programming without a penalty function - Fletcher, Ley - 1998
4 the global convergence of an SLP-lter algorithm that takes E.. (context) - Chin, Fletcher - 2001
1 Numerical results of SLPSQP (context) - Chin - 2001
1 User manual for lterSQP (context) - Fletcher, Ley - 1999
Documents on the same site (http://www.mcs.dundee.ac.uk:8080/~fletcher): More
Block Triangular Orderings and Factors for Sparse Matrices in LP - Fletcher (1997) (Correct)
Filter-type Algorithms for Solving Systems of Algebraic.. - Fletcher, Leyffer (2001) (Correct)
Numerical Results of SLPSQP, filterSQP and LANCELOT on Selected.. - Chin (2001) (Correct)
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