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SIAMJO
2002
92views more  SIAMJO 2002»
13 years 4 months ago
Generalized Bundle Methods
We study a class of generalized bundle methods for which the stabilizing term can be any closed convex function satisfying certain properties. This setting covers several algorithm...
Antonio Frangioni
SIAMJO
2002
133views more  SIAMJO 2002»
13 years 4 months ago
SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...
Philip E. Gill, Walter Murray, Michael A. Saunders