M Raydan - SIAM Journal on Optimization, 1997 - SIAM
The Barzilai and Borwein gradient method for the solution of large scale unconstrained minimization problems is considered. This method requires few storage locations and very …
H Zhang, WW Hager - SIAM journal on Optimization, 2004 - SIAM
A new nonmonotone line search algorithm is proposed and analyzed. In our scheme, we require that an average of the successive function values decreases, while the traditional …
Since I started working in the area of nonlinear programming and, later on, variational inequality problems, I have frequently been surprised to find that many algorithms, however …
CT Lawrence, AL Tits - Siam Journal on optimization, 2001 - SIAM
A sequential quadratic programming (SQP) algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from previous feasible SQP …
This text was developed from course notes written by Michael Patriksson and used over several years at Chalmers University of Technology. The book's main focus is on providing a …
YH Dai - Journal of Optimization Theory and Applications, 2002 - Springer
The technique of nonmonotone line search has received many successful applications and extensions in nonlinear optimization. This paper provides some basic analyses of the …
R Reemtsen, S Görner - Semi-infinite programming, 1998 - Springer
This paper provides a review of numerical methods for the solution of smooth semi-infinite programming problems. Fundamental and partly new results on level sets, discretization …
P Spellucci - Mathematical Methods of Operations Research, 1998 - Springer
Successful treatment of inconsistent QP problems is of major importance in the SQP method, since such occur quite often even for well behaved nonlinear programming problems. This …
This paper presents two new trust-region methods for solving nonlinear optimization problems over convex feasible domains. These methods are distinguished by the fact that …