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Numerische Lösung unrestringierter Optimierungsaufgaben mit differenzierbarer …

We consider nonlinear programs with inequality constraints, and we focus on the problem of
identifying those constraints which will be active at an isolated local solution. The correct …

Transition to superlinear local convergence is shown for a modified version of the trust-
region filter-SQP method for nonlinear programming introduced by Fletcher, Leyffer, and …

A new algorithm for large-scale nonlinear programs with box constraints is introduced. The
algorithm is based on an efficient identification technique of the active set at the solution and …

In this paper we introduce a new exact augmented Lagrangian function for the solution of
general nonlinear programming problems. For this Lagrangian function a complete …

A sequential quadratic programming (SQP) method is presented that aims to overcome
some of the drawbacks of contemporary SQP methods. It avoids the difficulties associated …

In this paper, we describe a two-stage method for solving optimization problems with bound
constraints. It combines the active-set estimate described in Facchinei and Lucidi (J Optim …

In this paper, we propose a new QP-free method, which ensures the feasibility of all iterates,
for inequality constrained optimization. The method is based on a nonsmooth equation …

A method for the solution of minimization problems with simple bounds is presented. Global
convergence of a general scheme requiring the approximate solution of a single linear …

The problem of finding sparse solutions to underdetermined systems of linear equations
arises in several applications (eg, signal and image processing, compressive sensing …