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SIAMJO
2010
89views more  SIAMJO 2010»
14 years 4 months ago
A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
Necessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. These conditions are sati...
Roberto Andreani, José Mario Martíne...
SIAMJO
2010
84views more  SIAMJO 2010»
14 years 8 months ago
A Redistributed Proximal Bundle Method for Nonconvex Optimization
Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads ...
Warren Hare, Claudia A. Sagastizábal
SIAMJO
2010
108views more  SIAMJO 2010»
14 years 8 months ago
Exposed Faces of Semidefinitely Representable Sets
A linear matrix inequality (LMI) is a condition stating that a symmetric matrix whose entries are affine linear combinations of variables is positive semidefinite. Motivated by th...
Tim Netzer, Daniel Plaumann, Markus Schweighofer
SIAMJO
2010
137views more  SIAMJO 2010»
14 years 8 months ago
Global Convergence of a New Hybrid Gauss--Newton Structured BFGS Method for Nonlinear Least Squares Problems
In this paper, we propose a hybrid Gauss-Newton structured BFGS method with a new update formula and a new switch criterion for the iterative matrix to solve nonlinear least square...
Weijun Zhou, Xiaojun Chen
SIAMJO
2010
87views more  SIAMJO 2010»
14 years 8 months ago
A Second Derivative SQP Method: Global Convergence
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
Nicholas I. M. Gould, Daniel P. Robinson