A tolerant algorithm for linearly constrained optimization calculations
An algorithm is presented for solving smooth nonlinear programming problems with linear constraints. The main difference to existing algorithms is the definition of active constraints, which is replaced by so-called `small residual' constraints. The intention is to prevent small steps forced by nearly active constraints when some of them are degenerate. Moreover the BFGS-formula is used to update an approximation of the Hessian matrix of the objective function. Convergence is ensured by performing a line search. Critical computational details of the algorithm are outlined and global convergence is proved, i.e., convergence from an arbitrary starting point towards a Kuhn-Tucker point. The software was tested on six examples, the results are analyzed in detail.
- A numerically stable dual method for solving strictly convex quadratic programs
- Automorphisms of induced extensions
- Convergence Conditions for Ascent Methods
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 3407464 (Why is no real title available?)
- Test examples for nonlinear programming codes
- Updating conjugate directions by the BFGS formula
- Stochastic analysis of a non-homogeneous Markov system
- MERLIN-3. 0. A multidimensional optimization environment
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- Local convergence analysis for the REQP algorithm using conjugate basis matrices
- PDoublePop: an implementation of parallel genetic algorithm for function optimization
- A least squares approach for efficient and reliable short-term versus long-term optimization
- Epigraphical nesting: A unifying theory for the convergence of algorithms
- A stochastic optimization algorithm for analyzing planar central and balanced configurations in the \(n\)-body problem
- Test signal planning for identifying the aerodynamic characteristics of automatically controlled aircraft taking into account the uncertainty of a priori data
- Modifications of real code genetic algorithm for global optimization
- Stopping rules for box-constrained stochastic global optimization
- Constrained optimization: A general tolerance approach
- GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS
- scientific article; zbMATH DE number 895669 (Why is no real title available?)
- A parallel quadratic programming method for dynamic optimization problems
- The Method of Pairwise Variations with Tolerances for Linearly Constrained Optimization Problems
- Active set algorithm for mathematical programs with linear complementarity constraints
- Use of the Reduced Tolerance Approach to Rank Efficient Solutions
- Minimal energy surfaces using parametric splines
- Optimization over convex polyhedra via Hadamard parametrizations
- Derivative-free optimization with transformed objective functions and the algorithm based on the least Frobenius norm updating quadratic model
- Solving continuous min-max problems by an iterative entropic regularization method.
- Genanneal: genetically modified simulated annealing
- Genetically controlled random search: a global optimization method for continuous multidimensional functions
- MinFinder: locating all the local minima of a function
- Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
- Modelling and estimation of social interaction effects in new product diffusion
- Enhancing PSO methods for global optimization
- On locating all roots of systems of nonlinear equations inside bounded domain using global optimization methods
- Manufacturer's return policy in a two-stage supply chain with two risk-averse retailers and random demand
This page was built for publication: A tolerant algorithm for linearly constrained optimization calculations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q910337)
