A quadratically-convergent algorithm for general nonlinear programming problems

From MaRDI portal
Publication:5682162

DOI10.1007/BF01584986zbMath0264.90041OpenAlexW2012846462MaRDI QIDQ5682162

Stephen M. Robinson

Publication date: 1972

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01584986



Related Items

Variations and extension of the convex-concave procedure, Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems, Optimal control of antagonistic muscle stiffness during voluntary movements, Dual techniques for constrained optimization, Solution algorithm for an optimistic linear Stackelberg problem, Recent developments in constrained optimization, A solution method for the optimistic linear semivectorial bilevel optimization problem, Globally convergent version of Robinson's algorithm for general nonlinear programming problems without using derivatives, A symmetric splitting sequential quadratic optimization algorithm for two-block nonlinearly constrained nonconvex optimization, On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers, Convex optimization approach to a single quadratically constrained quadratic minimization problem, A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces, A globally and quadratically convergent algorithm for general nonlinear programming problems, Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms, A primal-dual augmented Lagrangian, Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms, Lokale konvergenzeigenschaften einer klasse von iterationsverfahren der nichtlinearen optimierung, Parametric network utility maximization problem, A comparative performance evaluation of 27 nonlinear programming codes, A globally convergent algorithm based on imbedding and parametric optimization, System identification for yield limits and hardening moduli in discrete elastic-plastic structures by nonlinear programming, Newton-type methods for nonlinearly constrained programming problems-algorithms and theory, A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application, Extension of GAMS for complementarity problems arising in applied economic analysis, The Sequential Quadratic Programming Method, Newton-type methods: a broader view, Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization, Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems, Second- and higher-order duality in nonlinear programming, Superlinearly convergent variable metric algorithms for general nonlinear programming problems, On the Pironneau-Polak method of centers, Minimization methods with constraints, Algorithms for nonlinear constraints that use lagrangian functions, A second-order method for the general nonlinear programming problem, On the de-facto convex structure of a least square problem for estimating the term structure of interest rates, A Sequential Method for a Class of Stable Mathematical Programming Problems, Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences, A sequential quadratic programming method for constrained multi-objective optimization problems, Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method, Quasi-Newtonian methods of constrained optimization, An ADMM-based SQP method for separably smooth nonconvex optimization, The linearization method, A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization, A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function, Procedures for optimization problems with a mixture of bounds and general linear constraints, Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it, Rejoinder on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it, On a class fo hybrid methods for smooth constrained optimization, Analysis and implementation of a dual algorithm for constrained optimization



Cites Work