[图书][B] Numerical optimization: theoretical and practical aspects

JF Bonnans, JC Gilbert, C Lemaréchal… - 2006 - books.google.com
Just as in its 1st edition, this book starts with illustrations of the ubiquitous character of
optimization, and describes numerical algorithms in a tutorial way. It covers fundamental …

The Barzilai and Borwein gradient method for the large scale unconstrained minimization problem

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 …

A nonmonotone line search technique and its application to unconstrained optimization

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 …

[图书][B] Nonlinear programming and variational inequality problems: a unified approach

M Patriksson - 2013 - books.google.com
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 …

A computationally efficient feasible sequential quadratic programming algorithm

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 …

[图书][B] An introduction to continuous optimization: foundations and fundamental algorithms

N Andréasson, A Evgrafov, M Patriksson - 2020 - books.google.com
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 …

On the nonmonotone line search

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 …

Numerical methods for semi-infinite programming: a survey

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 …

A new technique for inconsistent QP problems in the SQP method

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 …

Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints

PL Toint - Mathematical programming, 1997 - Springer
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 …