33 search results - page 4 / 7 » A local convergence property of primal-dual methods for nonl... |
JOTA
2011
12 years 10 months ago
2011
Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an Outer Trust-Region (OTR) modification of A is the result of ...
MP
2002
13 years 7 months ago
2002
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
IFIP
2005
Springer
14 years 29 days ago
2005
Springer
A new quasi-Newton scheme for updating a low rank positive semi-definite Hessian approximation is described, primarily for use in sequential quadratic programming methods for non...
SIAMJO
2008
13 years 7 months ago
2008
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
SIAMJO
2002
13 years 7 months ago
2002
Most local convergence analyses of the sequential quadratic programming (SQP) algorithm for nonlinear programming make strong assumptions about the solution, namely, that the activ...