20 search results - page 2 / 4 » Sequential Penalty Derivative-Free Methods for Nonlinear Con... |
SIAMJO
2010
13 years 3 months ago
2010
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
MP
2002
13 years 4 months ago
2002
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
CORR
2010
Springer
13 years 5 months ago
2010
Springer
In this paper we consider general rank minimization problems with rank appearing in either objective function or constraint. We first show that a class of matrix optimization prob...
SIAMJO
2000
13 years 5 months ago
2000
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
MP
2010
13 years 3 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...