An overview of nonlinear optimization
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Summary: Nonlinear optimization stems from calculus and becomes an independent subject due to the proposition of Karush-Kuhn-Tucker optimality conditions. The ever-growing realm of applications and the explosion in computing power is driving nonlinear optimization research in new and exciting directions. In this article, I shall give a brief overview of nonlinear optimization, mainly on unconstrained optimization, constrained optimization, and optimization with least constraint violation. For the entire collection see [Zbl 07816361].
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Cites work
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- A new stepsize for the steepest descent method
- A new technique for inconsistent QP problems in the SQP method
- A nonlinear conjugate gradient algorithm with an optimal property and an improved Wolfe line search
- A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
- A nonmonotone conjugate gradient algorithm for unconstrained optimization
- A Nonmonotone Line Search Technique for Newton’s Method
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- A penalty-free method with superlinear convergence for equality constrained optimization
- A penalty-interior-point algorithm for nonlinear constrained optimization
- A perfect example for the BFGS method
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- A Rapidly Convergent Descent Method for Minimization
- A Robust Algorithm for Optimization with General Equality and Inequality Constraints
- A sequential quadratic optimization algorithm with rapid infeasibility detection
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- A successive quadratic programming algorithm with global and superlinear convergence properties
- A surperlinearly convergent algorithm for constrained optimization problems
- Algorithm 851
- An efficient hybrid conjugate gradient method for unconstrained optimization
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- Implementation of a robust SQP algorithm
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- Methods of conjugate gradients for solving linear systems
- Minimization of functions having Lipschitz continuous first partial derivatives
- Multiplier and gradient methods
- New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
- New conjugacy conditions and related nonlinear conjugate gradient methods
- Nonlinear programming without a penalty function or a filter
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- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method
- On the asymptotic behaviour of some new gradient methods
- On the asymptotic directions of the s-dimensional optimum gradient method
- On the Barzilai and Borwein choice of steplength for the gradient method
- On the Convergence of a New Conjugate Gradient Algorithm
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the Least Q-order of Convergence of Variable Metric Algorithms
- On the superlinear local convergence of a filter-SQP method
- Parallel software for training large scale support vector machines on multiprocessor systems
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- The conjugate gradient method in extremal problems
- The Limited Memory Conjugate Gradient Method
- The watchdog technique for forcing convergence in algorithms for constrained optimization
- Two-Point Step Size Gradient Methods
- Variable Metric Method for Minimization
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