Recent developments in constrained optimization
DOI10.1016/0377-0427(88)90405-0zbMath0659.90075OpenAlexW2046565625MaRDI QIDQ1112728
Walter Murray, Philip E. Gill, Margaret H. Wright, Michael A. Saunders
Publication date: 1988
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(88)90405-0
surveyconstrained optimizationlarge-scale optimizationsequential quadratic programmingLagrange functionsgeneralized reduced gradientbarrier-function methodscontinuous second derivativesoptimal power flow problempenalty- function methods
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
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- A first order, exact penalty function algorithm for equality constrained optimization problems
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