Constrained optimization: Projected gradient flows

DOI10.1007/S10957-008-9445-8zbMATH Open1226.90107OpenAlexW2080667760MaRDI QIDQ1024245FDOQ1024245

Oliver Stein, Vladimir Shikhman

Publication date: 16 June 2009

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

Full work available at URL: https://doi.org/10.1007/s10957-008-9445-8

zbMATH Keywords

constrained optimizationgradient systemsvariable metric algorithmsprojected gradient algorithmsquadratic slack variables

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

Cites Work

• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints
• Smooth nonlinear optimization of \(\mathbb R^n\)
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• A differential equation approach to nonlinear programming
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• Nonlinear optimization in finite dimensions. Morse theory, Chebyshev approximation, transversality, flows, parametric aspects
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• A geometric method in nonlinear programming
• ODE versus SQP methods for constrained optimization
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• Differential gradient methods
• One-step and multistep procedures for constrained minimization problems
• On the complexity of equalizing inequalities
• A dynamical systems approach to constrained minimization

Cited In (7)

• On the ensemble Kalman inversion under inequality constraints
• A sequential homotopy method for mathematical programming problems
• Null space gradient flows for constrained optimization with applications to shape optimization
• Constrained Stress Majorization Using Diagonally Scaled Gradient Projection
• A unified gradient flow approach to constrained nonlinear optimization problems
• The Constrained Least Gradient Problem in R n
• Title not available (Why is that?)

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