A globally convergent algorithm based on imbedding and parametric optimization

DOI10.1007/BF02253895zbMath0498.65032OpenAlexW386938050MaRDI QIDQ1171362

Jürgen Guddat, H. J. Wacker, Helmut Gfrerer

Publication date: 1983

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02253895

zbMATH Keywords

parametric optimizationnumerical examplescritical pointscontinuation methodstability regionimbeddingglobally convergent algorithmhomotopy pathconvex problemschanges of the index set

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

Related Items (11)

Directional differentiability of optimal solutions under Slater's condition ⋮ A simple procedure for optimal load dispatch using parametric programming ⋮ A function approximation approach for parametric optimization ⋮ Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis ⋮ Sequential quadratic programming methods for parametric nonlinear optimization ⋮ Kuhn-Tucker curves for one-parametric semi-infinite programming ⋮ Optimization strategies for hydro energy storage plants ⋮ Some applications of mathematical programming techniques in optimal power dispatch ⋮ Optimization of hydro energy storage plant problems by variational methods ⋮ Hansjörg Wacker (1939-1991) ⋮ On a class fo hybrid methods for smooth constrained optimization

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