Filter Trust Region Method for Nonlinear Semi-Infinite Programming Problem

Solving Generalized Semi-Infinite Programming Problems with a Trust Region Method

In this paper, a trust region method for generalized semi-infinite programming problems is presented. The method is based on [O. Yi-gui, “A filter trust region method for solving semi-infinite programming problems”, J. Appl. Math. Comput. 29, 311 (2009)]. We transformed the method from standard to generalized semi-infinite programming problems. The semismooth reformulation of the Karush–Kuhn–Tu...

Trust Region Approaches for Nonlinear Bilevel Programming

Bilevel programs form a class of hierarchical optimzation problems in which the constraint set is not explicit but is defined in terms of another optimization problem. Optimization problems in several real-life domains can be expressed as bilevel programs, making such problems ubiquitous. In this term paper, we analyze a trust region approach for solving a special case of this problem.

A TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING WITH NEW SIMPLE FILTER AS AN EFFICIENT AND ROBUST FIRST-ORDER RELIABILITY METHOD

The real-world applications addressing the nonlinear functions of multiple variables could be implicitly assessed through structural reliability analysis. This study establishes an efficient algorithm for resolving highly nonlinear structural reliability problems. To this end, first a numerical nonlinear optimization algorithm with a new simple filter is defined to locate and estimate the most ...

Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

A trust-region SQP-filter algorithm of the type introduced by Fletcher and Leyffer [Math. Program., 91 (2002), pp. 239–269] that decomposes the step into its normal and tangential components allows for an approximate solution of the quadratic subproblem and incorporates the safeguarding tests described in Fletcher, Leyffer, and Toint [On the Global Convergence of an SLPFilter Algorithm, Technic...

Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming