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SIAMJO
2010
87views more  SIAMJO 2010»
13 years 6 months ago
A Second Derivative SQP Method: Global Convergence
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
Nicholas I. M. Gould, Daniel P. Robinson
MP
2008
81views more  MP 2008»
13 years 7 months ago
An inexact primal-dual path following algorithm for convex quadratic SDP
Abstract We propose primal-dual path-following Mehrotra-type predictorcorrector methods for solving convex quadratic semidefinite programming (QSDP) problems of the form: minX{1 2 ...
Kim-Chuan Toh
SIAMJO
2002
159views more  SIAMJO 2002»
13 years 7 months ago
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...
Yun-Bin Zhao, Duan Li
SIAMJO
2010
133views more  SIAMJO 2010»
13 years 6 months ago
Infeasibility Detection and SQP Methods for Nonlinear Optimization
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
GECCO
2008
Springer
143views Optimization» more  GECCO 2008»
13 years 8 months ago
A parallel evolutionary algorithm for unconstrained binary quadratic problems
In this paper an island model is described for the unconstrained Binary Quadratic Problem (BQP), which can be used with up to 2500 binary variables. Our island model uses a master...
István Borgulya