ODE versus SQP methods for constrained optimization
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DOI10.1007/BF00939812zbMATH Open0655.65092MaRDI QIDQ1109530FDOQ1109530
Authors: S. H. Smith 
Publication date: 1989
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
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numerical examplessequential quadratic programmingconstrained optimizationcomparison of methodscomputational algorithmstest problemstrajectory following methodsODE methodshighly nonlinear problems
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- Test examples for nonlinear programming codes
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- Variational methods for the solution of problems of equilibrium and vibrations
- ODE versus SQP methods for constrained optimization
- Constrained optimization along geodesics
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- Conjugate gradient method for computing the Moore-Penrose inverse and rank of a matrix
- A Newton-type curvilinear search method for constrained optimization
- A relaxation method for solving problems of non-linear programming
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Cited In (19)
- Feedback stabilization methods for the solution of nonlinear programming problems
- ODE methods for optimization with equality constraints
- A curvilinear search algorithm for unconstrained optimization by automatic differentiation
- Title not available (Why is that?)
- ODE versus SQP methods for constrained optimization
- A dynamical systems approach to constrained minimization
- Algorithms for unconstrained optimization problems via control theory
- Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
- The regularization continuation method with an adaptive time step control for linearly constrained optimization problems
- A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set
- K-K-T multiplier estimates and objective function lower bounds from projective SUMT
- Constrained optimization: Projected gradient flows
- Identification of flexural rigidity in a Kirchhoff plates model using a convex objective and continuous Newton method
- Optimal homotopy asymptotic method-least square for solving nonlinear fractional-order gradient-based dynamic system from an optimization problem
- Two differential equation systems for equality-constrained optimization
- Title not available (Why is that?)
- Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
- Global dynamical solvers for nonlinear programming problems
- Direct transcription solution of optimal control problems with higher-order state constraints: theory vs practice
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