18 search results - page 1 / 4 » SNOPT: An SQP Algorithm for Large-Scale Constrained Optimiza... |
SIAMJO
2002
13 years 4 months ago
2002
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...
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...
CEC
2008
IEEE
13 years 10 months ago
2008
IEEE
— Many deterministic algorithms in the context of constrained optimization require the first-order derivatives, or the gradient vectors, of the objective and constraint function...
SIAMJO
2010
13 years 2 months ago
2010
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...