Displaying similar documents to “Active set and interior methods for nonlinear optimization.”

Nonsmooth equation method for nonlinear nonconvex optimization

Lukšan, Ladislav, Matonoha, Ctirad, Vlček, Jan

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The contribution deals with the description of two nonsmooth equation methods for inequality constrained mathematical programming problems. Three algorithms are presented and their efficiency is demonstrated by numerical experiments.

Nonlinear multiple hybrid procedures for solving some constrained nonlinear optimization problems

B. Rhanizar (2002)

Applicationes Mathematicae

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We introduce a new formulation of multiple hybrid procedures which consist in a combination of k arbitrary approximate solutions. The connection between this method and other vector sequence transformations is studied. This connection is also exploited for solving some constrained nonlinear optimization problems. A convergence acceleration result is established and numerical examples are given.

Large-scale nonlinear programming algorithm using projection methods

Paweł Białoń (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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A method for solving large convex optimization problems is presented. Such problems usually contain a big linear part and only a small or medium nonlinear part. The parts are tackled using two specialized (and thus efficient) external solvers: purely nonlinear and large-scale linear with a quadratic goal function. The decomposition uses an alteration of projection methods. The construction of the method is based on the zigzagging phenomenon and yields a non-asymptotic convergence, not...

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(1988)

Kybernetika

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A second order η -approximation method for constrained optimization problems involving second order invex functions

Tadeusz Antczak (2009)

Applications of Mathematics

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A new approach for obtaining the second order sufficient conditions for nonlinear mathematical programming problems which makes use of second order derivative is presented. In the so-called second order η -approximation method, an optimization problem associated with the original nonlinear programming problem is constructed that involves a second order η -approximation of both the objective function and the constraint function constituting the original problem. The equivalence between...