User manual for filterSQP: This paper describes a software package for the solution of Nonlinear Programming (NLP) problems. The package implements a Sequential Quadratic Programming solver with a “filter” to promote global convergence. The solver runs with a dense or a sparse linear algebra package and a robust QP solver. Keywords: Nonlinear Programming, Sequential Quadratic Programming

References in zbMATH (referenced in 51 articles )

Showing results 1 to 20 of 51.
Sorted by year (citations)

1 2 3 next

  1. Goldberg, Noam; Leyffer, Sven: An active-set method for second-order conic-constrained quadratic programming (2015)
  2. Janka, Dennis: Sequential quadratic programming with indefinite Hessian approximations for nonlinear optimum experimental design for parameter estimation in differential-algebraic equations (2015)
  3. Benson, Hande Y.; Shanno, David F.: Interior-point methods for nonconvex nonlinear programming: cubic regularization (2014)
  4. Hamzeei, Mahdi; Luedtke, James: Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation (2014)
  5. Kılınç, Mustafa; Linderoth, Jeff; Luedtke, James; Miller, Andrew: Strong-branching inequalities for convex mixed integer nonlinear programs (2014)
  6. Kirches, Christian; Leyffer, Sven: TACO: a toolkit for AMPL control optimization (2013)
  7. Pınar, Mustafa Ç.: Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (2013)
  8. Benson, Hande Y.: Using interior-point methods within an outer approximation framework for mixed integer nonlinear programming (2012)
  9. Byrd, Richard H.; Lopez-Calva, Gabriel; Nocedal, Jorge: A line search exact penalty method using steering rules (2012)
  10. Drewes, Sarah; Ulbrich, Stefan: Subgradient based outer approximation for mixed integer second order cone programming (2012)
  11. Gould, N.I.M.; Toint, Ph.L.: Erratum to: “Nonlinear programming without a penalty function or a filter” (2012)
  12. Izmailov, A.F.; Solodov, M.V.; Uskov, E.I.: Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints (2012)
  13. Kulkarni, Ankur A.; Shanbhag, Uday V.: Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (2012)
  14. Shen, Chungen; Leyffer, Sven; Fletcher, Roger: A nonmonotone filter method for nonlinear optimization (2012)
  15. Bonami, Pierre: Lift-and-project cuts for mixed integer convex programs (2011)
  16. Guerra, A.; Newman, A.M.; Leyffer, S.: Concrete structure design using mixed-integer nonlinear programming with complementarity constraints (2011)
  17. Groenwold, Albert A.; Etman, L.F.P.: On the conditional acceptance of iterates in SAO algorithms based on convex separable approximations (2010) ioport
  18. Long, Jun; Zeng, Sanyun: A projection-filter method for solving nonlinear complementarity problems (2010)
  19. Long, Jun; Zeng, Sanyun: A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems (2010)
  20. Saxena, Anureet; Bonami, Pierre; Lee, Jon: Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations (2010)

1 2 3 next