Displaying similar documents to “Condition numbers and Ritz type methods in unconstrained optimization”

Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods

Jacek Błaszczyk, Andrzej Karbowski, Krzysztof Malinowski (2007)

International Journal of Applied Mathematics and Computer Science

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The main purpose of this paper is to describe the design, implementation and possibilities of our object-oriented library of algorithms for dynamic optimization problems. We briefly present library classes for the formulation and manipulation of dynamic optimization problems, and give a general survey of solver classes for unconstrained and constrained optimization. We also demonstrate methods of derivative evaluation that we used, in particular automatic differentiation. Further, we...

Optimality Conditions for D.C. Vector Optimization Problems under D.C. Constraints

Gadhi, N., Metrane, A. (2004)

Serdica Mathematical Journal

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2000 Mathematics Subject Classification: Primary 90C29; Secondary 49K30. In this paper, we establish necessary optimality conditions and sufficient optimality conditions for D.C. vector optimization problems under D.C. constraints. Under additional conditions, some results of [9] and [15] are also recovered.

Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming

Saeed Ketabchi, Malihe Behboodi-Kahoo (2013)

Kybernetika

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In this paper, the augmented Lagrangian method is investigated for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems. The objective function of stochastic linear programming problem is piecewise linear and non-differentiable. Therefore, to use a smooth optimization methods, the objective function is approximated by a differentiable and piecewise quadratic function. Using quadratic approximation, it is required to...