We propose a new algorithm for solving smooth nonlinear equations in the case where their solutions can be singular. Compared to other techniques for computing singular solutions, ...
Most local convergence analyses of the sequential quadratic programming (SQP) algorithm for nonlinear programming make strong assumptions about the solution, namely, that the activ...
This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. ...
Nonsmoothness pervades optimization, but the way it typically arises is highly structured. Nonsmooth behavior of an objective function is usually associated, locally, with an activ...
The most promising value predictors to date are the finite context method predictor and a recent improvement thereof, the differential finite context method predictor. Both predic...