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» The Lifted Newton Method and Its Application in Optimization
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SIAMJO
2010
83views more  SIAMJO 2010»
13 years 5 months ago
The Lifted Newton Method and Its Application in Optimization
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
Jan Albersmeyer, Moritz Diehl
EOR
2007
105views more  EOR 2007»
13 years 6 months ago
Newton's method and its use in optimization
Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
Boris T. Polyak
GECCO
2004
Springer
117views Optimization» more  GECCO 2004»
14 years 8 days ago
Evolving Wavelets Using a Coevolutionary Genetic Algorithm and Lifting
Finding a good wavelet for a particular application and type of input data is a difficult problem. Traditional methods of wavelet deus on abstract properties of the wavelet that ca...
Uli Grasemann, Risto Miikkulainen
MP
2010
135views more  MP 2010»
13 years 5 months ago
An inexact Newton method for nonconvex equality constrained optimization
Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For sufficiently convex problem...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
AUTOMATICA
2010
90views more  AUTOMATICA 2010»
13 years 7 months ago
A line search improvement of efficient MPC
A recent lifting technique led to a computationally efficient Model Predictive Control (MPC) strategy in which the online optimization is performed using a univariate Newton-Raphs...
Basil Kouvaritakis, Shuang Li, Mark Cannon