A quadratic programming algorithm for large and sparse problems
Miroslav Tůma (1991)
Kybernetika
Similarity:
Miroslav Tůma (1991)
Kybernetika
Similarity:
Luis Fernandes, Isabel Figueiredo, Joaquim Júdice (2002)
International Journal of Applied Mathematics and Computer Science
Similarity:
In this paper the solution of a finite element approximation of a linear obstacle plate problem is investigated. A simple version of an interior point method and a block pivoting algorithm have been proposed for the solution of this problem. Special purpose implementations of these procedures are included and have been used in the solution of a set of test problems. The results of these experiences indicate that these procedures are quite efficient to deal with these instances and compare...
Laureano F. Escudero (1982)
Qüestiió
Similarity:
We present an algorithm for supra-scale linearly constrained nonlinear programming (LNCP) based on the Limited-Storage Quasi-Newton's method. In large-scale programming solving the reduced Newton equation at each iteration can be expensive and may not be justified when far from a local solution; besides, the amount of storage required by the reduced Hessian matrix, and even the computing time for its Quasi-Newton approximation, may be prohibitive. An alternative based on the reduced...
Weigandt, Anna, Tuthill, Kaitlyn, Jibrin, Shafiu (2010)
Journal of Applied Mathematics
Similarity:
Ladislav Lukšan (1996)
Kybernetika
Similarity:
M. A. Diniz-Ehrhardt, Zdeněk Dostál, M. A. Gomes-Ruggiero, J. M. Martínez, Sandra Augusta Santos (2001)
Applications of Mathematics
Similarity:
An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show...
Laureano F. Escudero (1982)
Qüestiió
Similarity:
We present an algorithm for super-scale linearly constrained nonlinear programming (LCNP) based on Newton's method. In large scale programming solving Newton's equation at each iteration can be expensive and may not be justified when far from a local solution; we briefly review the current existing methodologies, such that by classifying the problems in small-scale, super-scale and supra-scale problems we suggest the methods that, based on our own computational experience, are more suitable...
Uri M. Ascher, Kees van den Doel, Hui Huang, Benar F. Svaiter (2009)
ESAIM: Mathematical Modelling and Numerical Analysis
Similarity:
The integration to steady state of many initial value ODEs and PDEs using the forward Euler method can alternatively be considered as gradient descent for an associated minimization problem. Greedy algorithms such as steepest descent for determining the step size are as slow to reach steady state as is forward Euler integration with the best uniform step size. But other, much faster methods using bolder step size selection exist. Various alternatives are investigated from both theoretical...