A globally convergent method for nonlinear programming

From MaRDI portal
Revision as of 08:23, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1229804

DOI10.1007/BF00932858zbMath0336.90046OpenAlexW2085919628MaRDI QIDQ1229804

K. Appert

Publication date: 1977

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00932858



Related Items

A quasi-newton method for minimum trace factor analysis, An inexact first-order method for constrained nonlinear optimization, Nonlinear programming via an exact penalty function: Asymptotic analysis, Beyond the EM algorithm: constrained optimization methods for latent class model, Exact penalty functions and stability in locally Lipschitz programming, A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results, Expanded spatial four-link motion and path generation with order and branch defect elimination, A sequential quadratic programming algorithm for nonlinear minimax problems, Probabilistic model identification of uncertainties in computational models for dynamical systems and experimental validation, Use of exact penalty functions to determine efficient decisions, A sequential quadratic programming method for potentially infeasible mathematical programs, An analysis of reduced Hessian methods for constrained optimization, Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization, A successive quadratic programming algorithm with global and superlinear convergence properties, A recursive quadratic programming algorithm that uses differentiable exact penalty functions, Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds, Eine global and lokal überlineare knovergente regularisierung des wilson-vergahrens, An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming, A two-stage feasible directions algorithm for nonlinear constrained optimization, Multiscale design of nonlinear materials using reduced-order modeling, Two-timescale recurrent neural networks for distributed minimax optimization, Matrix criterion robust linear quadratic control problem, YAM2: yet another library for the \(M_2\) variables using sequential quadratic programming, A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization, An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems, Exponentially convergent non overlapping domain decomposition methods for the Helmholtz equation, Spatiotemporal vaccine allocation policies for epidemics with behavioral feedback dynamics, Solving nonlinear programming problems with very many constraints, Actuator selection and placement for localized feedback flow control, The regularization continuation method for optimization problems with nonlinear equality constraints, A Hybrid Inverse Problem in the Fluorescence Ultrasound Modulated Optical Tomography in the Diffusive Regime, Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité, An SQP method for minimization of locally Lipschitz functions with nonlinear constraints, Second order methods for solving extremum problems form optimal linar regression design, An SQP-type algorithm for nonlinear second-order cone programs, Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver, A trust-region method by active-set strategy for general nonlinear optimization, ACADO toolkit-An open-source framework for automatic control and dynamic optimization, Optimization in control and learning in coupled map lattice systems, The Sequential Quadratic Programming Method, On the local and global convergence of a reduced Quasi-Newton method1, A sequential quadratically constrained quadratic programming method of feasible directions, An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity, Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming, Use of a finite penalty in convex programming problems for global convergence of Newton's method with steep adjustment, Superlinearly convergent variable metric algorithms for general nonlinear programming problems, Finite penalty methods with a linear approximation of the constraints. I, Finite penalty methods with a linear approximation of the constraints. I, Exact penalty functions in nonlinear programming, Optimal control of robotic manipulators in the presence of obstacles, A feasible filter SQP algorithm with global and local convergence, Symmetric quadrature rules for simplexes based on sphere close packed lattice arrangements, Direct Multiple Shooting and Generalized Gauss-Newton Method for Parameter Estimation Problems in ODE Models, A trust-region SQP method without a penalty or a filter for nonlinear programming, A nonlinear preconditioner for optimum experimental design problems, Second-order conditions for an exact penalty function, Variable metric methods for minimizing a class of nondifferentiable functions, An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization, Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs, Minimizing the sum of a linear and a linear fractional function applying conic quadratic representation: continuous and discrete problems, A first order, exact penalty function algorithm for equality constrained optimization problems, Optimization using simulation and response surface methodology with an application on subway train scheduling, Théorie de la pénalisation exacte, Some examples of cycling in variable metric methods for constrained minimization, On the Local Convergence of a Penalty-Function-Free SQP Method, An active set sequential quadratic programming algorithm for nonlinear optimisation, Geared five-bar path generation with structural constraints, A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control, The linearization method, Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization, Finite-difference gradients versus error-quadrature gradients in the solution of parameterized optimal control problems, A modified Newton method for constrained estimation in covariance structure analysis, Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs, Revisions of constraint approximations in the successive QP method for nonlinear programming problems, A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function, A new alternating direction trust region method based on conic model for solving unconstrained optimization, An inexact ℓ1penalty SQP algorithm for PDE-constrained optimization with an application to shape optimization in linear elasticity, A projected lagrangian algorithm for semi-infinite programming, A dual differentiable exact penalty function, A recursive quadric programming algorithm that uses new nondifferentiable penalty functions, A two-parameter exact penalty function for nonlinear programming, On combining feasibility, descent and superlinear convergence in inequality constrained optimization, A combined principal component analysis and energy minimization-based approach to model deformation of web core beams, Approximate prediction-based control method for nonlinear oscillatory systems with applications to chaotic systems, A modified SQP algorithm for minimax problems, On minimax eigenvalue problems via constrained optimization, Penalty functions, Newton's method, and quadratic programming, A sparse sequential quadratic programming algorithm, Exact barrier function methods for Lipschitz programs, Control parametrization: a unified approach to optimal control problems with general constraints, Separation process optimization calculations, A trust region method with a conic model for nonlinearly constrained optimization, A simple feasible SQP algorithm for inequality constrained optimization, A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints, Sequential quadratic programming (SQP) for optimal control in direct numerical simulation of turbulent flow, New sequential quadratic programming algorithm with consistent subproblems, Numerical comparisons of nonlinear programming algorithms on serial and vector processors using automatic differentiation, Optimal synthesis of function generator of four-bar linkages based on distribution of precision points, Sequential penalty algorithm for nonlinear constrained optimization, A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point, Identification of multibody vehicle models for crash analysis using an optimization methodology, A multiparametric strategy for the two step optimization of structural assemblies, Two nonlinear optimization methods for black box identification compared, Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization, A robust secant method for optimization problems with inequality constraints, On the comparative optimal analysis and synthesis of four-bar function generating mechanism using different heuristic methods, A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory, A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem., Steplength algorithms for minimizing a class of nondifferentiable functions, Optimal thrust allocation logic design of dynamic positioning with pseudo-inverse method, Enlarging the region of convergence of Newton's method for constrained optimization, A globally convergent algorithm for exact penalty functions, Switching stepsize strategies for sequential quadratic programming, A primal-dual augmented Lagrangian, Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms, Nonlinear robust optimization via sequential convex bilevel programming, Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function, Symmetric quadrature rules for tetrahedra based on a cubic close-packed lattice arrangement, Globally convergent methods for semi-infinite programming, Optimal control of urban air pollution related to traffic flow in road networks, Analysis and optimization of a latent thermal energy storage system with embedded heat pipes, On-line optimization of gas pipeline networks, Mathematical and metaheuristic applications in design optimization of steel frame structures: an extensive review, Experimental complexity analysis of continuous constraint satisfaction problems., Supply chain outsourcing risk using an integrated stochastic-fuzzy optimization approach, A recursive quadratic programming algorithm for semi-infinite optimization problems, An algorithm for solving linearly constrained minimax problems, A least-distance programming procedure for minimization problems under linear constraints, Vertical slot fishways: Mathematical modeling and optimal management, Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization, GSGPEs: a MATLAB code for computing the ground state of systems of Gross-Pitaevskii equations, Stackelberg strategies for wastewater management, Sequential quadratic programming for certain parameter identification problems, Successive linearization methods for large-scale nonlinear programming problems, A quadratically approximate framework for constrained optimization, global and local convergence, Analytical modeling of laminated composite plates using Kirchhoff circuit and wave digital filters, An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems, Complete decomposition algorithm for nonconvex separable optimization problems and applications, Sediment minimization in canals: an optimal control approach, A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences, A trust region SQP-filter method for nonlinear second-order cone programming, Sequential quadratic programming with a flexible step acceptance strategy, A new successive quadratic programming algorithm, A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity, A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity, \(\kappa \)-generalized statistics in personal income distribution, Global convergence on an active set SQP for inequality constrained optimization, Exact penalty function algorithm with simple updating of the penalty parameter, A globalization scheme for the generalized Gauss-Newton method, A minimisation approach for computing the ground state of Gross-Pitaevskii systems, Iterative bundle-based decomposition for large-scale nonseparable convex optimization, Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences, Nonmonotone line search algorithm for constrained minimax problems, A penalty-function-free line search SQP method for nonlinear programming, Computational methods for optimum design of large complex systems, On solving three classes of nonlinear programming problems via simple differentiable penalty functions, A modified SQP method with nonmonotone technique and its global convergence, A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization, An extension of mechanism design optimization for motion generation, A robust sequential quadratic programming method, A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method, A quasi-Newton method for estimating the parameter in a nonlinear hyperbolic system, Globalization of nonlinear FETI-DP domain decomposition methods using an SQP approach, A linear programming-based optimization algorithm for solving nonlinear programming problems, Fuzzy multi-objective programming for supplier selection and risk modeling: a possibility approach, The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis, The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. II. An efficient implementation with linear least squares subproblems, Improved filter-SQP algorithm with active set for constrained minimax problems, Convergent stepsizes for constrained optimization algorithms, A reduced Hessian method for constrained optimization, Orthogonal and conjugate basis methods for solving equality constrained minimization problems, A quadratic approximation method for minimizing a class of quasidifferentiable functions, The kidney model as an inverse problem, A globally convergent algorithm for nonlinearly constrained optimization problems, On a class fo hybrid methods for smooth constrained optimization, New minimax algorithm, Equality and inequality constrained optimization algorithms with convergent stepsizes, An active set RQP algorithm for engineering design optimization, Nonparametric specification tests for conditional duration models



Cites Work