See this document in CiteSeerX!

Nonlinear Programming without a penalty function (2000)  (Make Corrections)  (58 citations)
Roger Fletcher, Sven Leyffer



  Home/Search   Context   Related

 
View or download:
maths.dundee.ac.uk/~...NA171_RF_SL.ps.Z
Cached:  PS.gz  PS  PDF   Image  Update  Help

From:  maths.dundee.ac.uk/~fletcher/ (more)
(Enter author homepages)

Rate this article: (best)
  Comment on this article  
(Enter summary)

Abstract: In this paper the solution of nonlinear programming problems by a Sequential Quadratic Programming (SQP) trust-region algorithm is considered. The aim of the present work is to promote global convergence without the need to use a penalty function. Instead, a new concept of a "filter" is introduced which allows a step to be accepted if it reduces either the objective function or the constraint violation function. Numerical tests on a wide range of test problems are very encouraging and the new... (Update)

Cited by:   More
Interior-Point l_2-Penalty Methods for Nonlinear Programming.. - Chen, Goldfarb (2004)   (Correct)
Optimal Aeroacoustic Shape Design Using the.. - Marsden, Wang.. (2004)   (Correct)
Second Order Behavior of Pattern Search Algorithms - Abramson (2004)   (Correct)

Similar documents (at the sentence level):
42.0%:   Nonlinear Programming without a penalty function - Fletcher, Leyffer (1998)   (Correct)

Active bibliography (related documents):   More   All
0.6:   Integrating SQP and branch-and-bound for Mixed Integer Nonlinear.. - Leyffer (1998)   (Correct)
0.5:   Approximation Techniques for the Set of Efficient Points - Fliege (2001)   (Correct)
0.4:   Large-Scale Nonlinear Constrained Optimization: A Current.. - Conn, Gould, Toint (1994)   (Correct)

Similar documents based on text:   More   All
0.7:   Numerical Performance of an SLP-Filter Algorithm that takes.. - Chin, Fletcher (2001)   (Correct)
0.5:   Snopt: An SQP Algorithm For Large-Scale Constrained.. - Gill, Murray, Saunders (1997)   (Correct)
0.3:   On the Global Convergence of a Filter-SQP Algorithm - Fletcher, Leyffer, Toint (2000)   (Correct)

Related documents from co-citation:   More   All
19:   An interior point algorithm for largescale nonlinear programming - Byrd, Hribar et al. - 1997
18:   LANCELOT: a FORTRAN package for large-scale nonlinear optimization (context) - Conn, Gould et al. - 1992
14:   CUTE: Constrained and unconstrained testing environment - Bongartz, Conn et al. - 1995

BibTeX entry:   (Update)

R. Fletcher and S. Leyffer (1997), "Nonlinear programming without a penalty function," Numerical Analysis Report NA/171, Department of Mathematics, University of Dundee, Dundee, Scotland, U.K. http://citeseer.ist.psu.edu/fletcher00nonlinear.html   More

@techreport{ fletcher97nonlinear,
    author = "R. Fletcher and S. Leyffer",
    title = "Nonlinear programming without a penalty function",
    address = "Dundee DD1 4HN, UK",
    year = "1997",
    url = "citeseer.ist.psu.edu/fletcher00nonlinear.html" }
Citations (may not include all citations):
686   Practical Methods of Optimization (context) - Fletcher - 1987
125   LANCELOT: a Fortran package for large-scale nonlinear optimi.. (context) - Conn, Gould et al. - 1992
33   A globally convergent method for nonlinear programming (context) - Han - 1977  ACM
26   The watchdog technique for forcing convergence in algorithms.. (context) - Chamberlain, Powell et al. - 1982
19   A fast algorithm for nonlinearly constrained optimization ca.. (context) - Powell
14   Numerical experiments with the lancelot package (context) - Conn, Gould et al. - 1996
9   A simplicial algorithm for concave programming (context) - Wilson - 1963
6   Resolving degeneracy in quadratic programming (context) - Fletcher - 1993
6   AMPL: A modelling Language for Mathematical Programming (context) - Fourer, Gay et al. - 1993
3   A note on exploiting structure when using slack variables - Conn, Gould et al. - 1994  ACM
3   A Tolerance-Tube Approach to Sequential Quadratic Programmin.. (context) - Zoppke-Donaldson - 1995
3   the global convergence of an SLP-lter algorithm (context) - Fletcher, Ley et al. - 1998
2   The State of the Art in Numerical Analysis (context) - Conn, Gould et al. - 1996  ACM
2   Numerical Analysis Report NA (context) - Fletcher, Ley - 1998
1   Numerical experiments with an l 1 exact penalty function met.. (context) - Fletcher - 1981



The graph only includes citing articles where the year of publication is known.


Documents on the same site (http://www.maths.dundee.ac.uk/~fletcher/):
Dense Factors of Sparse Matrices - Fletcher (1997)   (Correct)
On the Asymptotic Behaviour of some New Gradient Methods - Dai, Fletcher (2003)   (Correct)

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC