The trust region affine interior point algorithm for convex and nonconvex quadratic programming
J. F. Bonnans, M. Bouhtou (1995)
RAIRO - Operations Research - Recherche Opérationnelle
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J. F. Bonnans, M. Bouhtou (1995)
RAIRO - Operations Research - Recherche Opérationnelle
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El Mouatasim, Abdelkrim (2010)
Journal of Applied Mathematics
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Ahmed Roubi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
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We analyze the convergence of the prox-regularization algorithms introduced in [1], to solve generalized fractional programs, without assuming that the optimal solutions set of the considered problem is nonempty, and since the objective functions are variable with respect to the iterations in the auxiliary problems generated by Dinkelbach-type algorithms DT1 and DT2, we consider that the regularizing parameter is also variable. On the other hand we study the convergence when the iterates...
Ladislav Lukšan, Ctirad Matonoha, Jan Vlček (2010)
Kybernetika
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In this paper, we propose a primal interior-point method for large sparse generalized minimax optimization. After a short introduction, where the problem is stated, we introduce the basic equations of the Newton method applied to the KKT conditions and propose a primal interior-point method. (i. e. interior point method that uses explicitly computed approximations of Lagrange multipliers instead of their updates). Next we describe the basic algorithm and give more details concerning...
Wan, Zhong (2004)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
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Shou-qiang Du, Yan Gao (2011)
Applications of Mathematics
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In this paper, we discuss the globalization of some kind of modified Levenberg-Marquardt methods for nonsmooth equations and their applications to nonlinear complementarity problems. In these modified Levenberg-Marquardt methods, only an approximate solution of a linear system at each iteration is required. Under some mild assumptions, the global convergence is shown. Finally, numerical results show that the present methods are promising.