6 search results - page 1 / 2 » An inexact Newton method for nonconvex equality constrained ... |
MP
2010
13 years 2 months ago
2010
Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For sufficiently convex problem...
SIAMSC
2010
12 years 11 months ago
2010
We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Inste...
SIAMJO
2008
13 years 4 months ago
2008
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
VECPAR
2004
Springer
13 years 9 months ago
2004
Springer
Abstract. Optimization problems constrained by nonlinear partial differential equations have been the focus of intense research in scientific computing lately. Current methods for...
EOR
2010
13 years 4 months ago
2010
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...