Dealing with singularities in nonlinear unconstrained optimization

DOI10.1016/J.EJOR.2008.02.036MaRDI QIDQ2378447zbMATH OpenOpenAlexFDO

Authors Michel Bierlaire, M. Thémans

Publication date 8 January 2009

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://infoscience.epfl.ch/record/117336/files/BierThem06.pdf

zbMATH Keywords

filternumerical teststrust-region

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

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• Benchmarking optimization software with performance profiles.
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• Introduction to smooth optimization
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• On the Global Convergence of a Filter--SQP Algorithm
• Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems
• Tensor Methods for Nonlinear Equations
• Tensor Methods for Unconstrained Optimization Using Second Derivatives
• Testing Unconstrained Optimization Software
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Trust Region Methods

Cited in

(2)

• An example of singularity in nonlinear systems
• Nonmonotone adaptive trust region method

Describes a project that uses

Uses Software

• LANCELOT
• Octave
• minpack

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