Recent developments in constrained optimization
This is a survey paper, discussing a number of techniques for constrained optimization and highlighting some more recent developments. The problem under consideration consists in minimizing F(x) subject to c(x)\(\geq 0\) where F: \(R^ n\to R^ 1\) and c: \(R^ n\to R^ m\) have continuous second derivatives, at least in a neighbourhood of the solution. The older methods outlined in the paper include penalty-function methods, barrier-function methods, and generalized reduced gradient methods. Three sections deal with Lagrange functions (properties of the Lagrangian functions, augmented Lagrangian methods, projected Lagrangian methods), and two sections deal with sequential quadratic programming methods. The last two sections are devoted to methods for large-scale optimization and to the optimal power flow problem. 50 references are given.
- A first order, exact penalty function algorithm for equality constrained optimization problems
- A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
- A quadratically-convergent algorithm for general nonlinear programming problems
- An Exact Potential Method for Constrained Maxima
- Collinear scaling and sequential estimation in sparse optimization algorithms
- Computation of the search direction in constrained optimization algorithms
- Constrained Optimization Using a Nondifferentiable Penalty Function
- Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
- Dual Variable Metric Algorithms for Constrained Optimization
- Enlarging the region of convergence of Newton's method for constrained optimization
- Estimation of sparse hessian matrices and graph coloring problems
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- Large-scale linearly constrained optimization
- Multiplier and gradient methods
- Nonlinear programming via an exact penalty function: Global analysis
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
- On the Estimation of Sparse Hessian Matrices
- Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
- Quasi-Newton Methods, Motivation and Theory
- Revisions of constraint approximations in the successive QP method for nonlinear programming problems
- Sparse Matrix Methods in Optimization
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- The Created Response Surface Technique for Optimizing Nonlinear, Restrained Systems
- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
- The watchdog technique for forcing convergence in algorithms for constrained optimization
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