An implementation of recursive quadratic programming variable metric methods for linearly constrained nonlinear minimax approximation

Ladislav Lukšan

Kybernetika (1985)

  • Volume: 21, Issue: 1, page 22-40
  • ISSN: 0023-5954

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Lukšan, Ladislav. "An implementation of recursive quadratic programming variable metric methods for linearly constrained nonlinear minimax approximation." Kybernetika 21.1 (1985): 22-40. <http://eudml.org/doc/28452>.

@article{Lukšan1985,
author = {Lukšan, Ladislav},
journal = {Kybernetika},
keywords = {nondifferentiable optimization; linearly constrained nonlinear minimax approximation; variable metric updates; Hessian matrix; Lagrangian function; line search procedure},
language = {eng},
number = {1},
pages = {22-40},
publisher = {Institute of Information Theory and Automation AS CR},
title = {An implementation of recursive quadratic programming variable metric methods for linearly constrained nonlinear minimax approximation},
url = {http://eudml.org/doc/28452},
volume = {21},
year = {1985},
}

TY - JOUR
AU - Lukšan, Ladislav
TI - An implementation of recursive quadratic programming variable metric methods for linearly constrained nonlinear minimax approximation
JO - Kybernetika
PY - 1985
PB - Institute of Information Theory and Automation AS CR
VL - 21
IS - 1
SP - 22
EP - 40
LA - eng
KW - nondifferentiable optimization; linearly constrained nonlinear minimax approximation; variable metric updates; Hessian matrix; Lagrangian function; line search procedure
UR - http://eudml.org/doc/28452
ER -

References

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  1. R. M. Chamberlain M. J. D. Powell C. Lemarechal, H. C. Pedersen, The watchdog technique for forcing convergence in algorithms for constrained optimization, Math. Programming Study 16 (1982), 1 - 17. (1982) MR0650626
  2. R. Fletcher, The calculation of feasible points for linearly constrained optimisation problems, A.E.R.E. Harwell Report No. R-6354 (1970). (1970) 
  3. R. Fletcher, Second order corrections for non-differentiable optimization, In: Numerical Analysis, Dundee 1981 (G. A. Watson ed.), Lecture Notes in Mathematics 912, Springer-Verlag, Berlin 1982. (1981) MR0654345
  4. P. E. Gill, W. Murray, Safeguarded steplength algorithms for optimization using descent methods, National Physical Lab. Report No. NAC-37 (1974). (1974) 
  5. S. P. Han, Variable metric methods for minimizing a class of nondifferentiable functions, Math. Programming 20 (1981), 1, 1-13. (1981) Zbl0441.90095MR0594019
  6. L. Lukšan, Software package for optimization and nonlinear approximation, In: Proc. of the 2nd IFAC/IFIP Symposium on Software for Computer Control, Prague 1979. (1979) 
  7. L. Lukšan, Dual method for solving a special problem of quadratic programming as a sub-problem at linearly constrained nonlinear minimax approximation, Kybernetika 20 (1984), 6, 445-457. (1984) MR0777979
  8. L. Lukšan, A compact variable metric algorithm for linearly constrained nonlinear minimax approximation, Kybernetika 21 (1985), to appear. (1985) MR0831100
  9. M. J. D. Powell, A fast algorithm for nonlinearly constrained optimization calculations, In: Numerical Analysis, Dundee 1977 (G. A. Watson ed.), Lecture Notes in Mathematics 630, Springer-Verlag, Berlin 1978. (1977) MR0483447

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