Theory of Globally Convergent Probability-One Homotopies for Nonlinear Programming
From MaRDI portal
Publication:2706352
DOI10.1137/S105262349936121XzbMath0994.65070MaRDI QIDQ2706352
Publication date: 19 March 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
global convergenceconstrained optimizationnonlinear programminghomotopy algorithmprobability-one homotopy
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20)
Related Items (26)
A homotopy method for getting a local minimum of constrained nonconvex programming ⋮ An interior-point algorithm for computing equilibria in economies with incomplete asset markets ⋮ Compact structures in a class of nonlinearly dispersive equations with time-fractional derivatives ⋮ Homotopy analysis method for limit cycle flutter of airfoils ⋮ Probability-one homotopy methods for constrained clustering ⋮ A homotopy interior point method for semi-infinite programming problems ⋮ Continuation Methods for Riemannian Optimization ⋮ Finding a minimal efficient solution of a convex multiobjective program ⋮ Homotopy curve tracking in approximate interior point optimization ⋮ An aggregate deformation homotopy method for min-max-min problems with max-min constraints ⋮ Lipschitz regularity of controls and inversion mapping for a class of smooth extremization problems ⋮ Homotopy method for solving ball-constrained variational inequalities ⋮ A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints ⋮ Geometric optimal control and applications to aerospace ⋮ Unnamed Item ⋮ The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints ⋮ Path following in the exact penalty method of convex programming ⋮ A comparison of normal cone conditions for homotopy methods for solving inequality constrained nonlinear programming problems ⋮ A constraint shifting homotopy method for general non-linear programming ⋮ A homotopy method for nonlinear second-order cone programming ⋮ A globally convergent interior point algorithm for non-convex nonlinear programming ⋮ Solving the Karush-Kuhn-Tucker system of a nonconvex programming problem on an unbounded set ⋮ A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications ⋮ A time continuation based fast approximate algorithm for compressed sensing related optimization ⋮ Probability-one homotopies in computational science ⋮ Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
This page was built for publication: Theory of Globally Convergent Probability-One Homotopies for Nonlinear Programming