Search Results - "Methods of successive quadratic programming type"

Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints: Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints

Authors: Frank E. Curtis Daniel P. Robinson Baoyu Zhou

Source: SIAM Journal on Optimization. 34:3592-3622

Subject Terms: 49M05, 49M37, 65K05, 65K10, 90C15, 90C30, 90C55, 0211 other engineering and technologies, Stochastic programming, 02 engineering and technology, Quadratic programming, stochastic optimization, nonlinear optimization, sequential quadratic optimization, Methods of successive quadratic programming type, Numerical mathematical programming methods, Nonlinear programming, Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2302.14790

Almost-Sure Convergence of Iterates and Multipliers in Stochastic Sequential Quadratic Optimization: Almost-sure convergence of iterates and multipliers in stochastic sequential quadratic optimization

Authors: Frank E. Curtis Xin Jiang Qi Wang

Source: Journal of Optimization Theory and Applications. 204

Subject Terms: FOS: Computer and information sciences, Computer Science - Machine Learning, Numerical methods based on nonlinear programming, Stochastic approximation, Randomized algorithms, Stochastic programming, almost-sure convergence, Quadratic programming, stochastic optimization, Nonconvex programming, global optimization, sequential quadratic optimization, Numerical methods based on necessary conditions, Machine Learning (cs.LG), Methods of successive quadratic programming type, Numerical mathematical programming methods, Nonlinear programming, Optimization and Control (math.OC), FOS: Mathematics, iterate averaging, 49M05, 49M37, 62L20, 65K05, 68W20, 90C26, 90C30, 90C55, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2308.03687
https://zbmath.org/7980142
https://doi.org/10.1007/s10957-024-02568-2

Polyak Minorant Method for Convex Optimization: Polyak minorant method for convex optimization

Authors: Nikhil Devanathan Stephen Boyd

Source: Journal of Optimization Theory and Applications. 203:2263-2282

Subject Terms: Methods of successive quadratic programming type, first-order methods, Convex programming, convex optimization, Numerical methods based on nonlinear programming, Optimization and Control (math.OC), bundle methods, FOS: Mathematics, Numerical methods of relaxation type, cutting-plane methods, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2310.07922

Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization

Authors: Frank E. Curtis Michael J. O’Neill Daniel P. Robinson

Source: Mathematical Programming. 205:431-483

Subject Terms: Analysis of algorithms and problem complexity, 0211 other engineering and technologies, Stochastic programming, 02 engineering and technology, stochastic optimization, nonlinear optimization, sequential quadratic optimization, worst-case complexity, 49M37, 65K05, 65K10, 90C15, 90C30, 90C55, Methods of successive quadratic programming type, Complexity and performance of numerical algorithms, Numerical mathematical programming methods, Nonlinear programming, Optimization and Control (math.OC), FOS: Mathematics, Analysis of algorithms, Abstract computational complexity for mathematical programming problems, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2112.14799
https://zbmath.org/7829609
https://doi.org/10.1007/s10107-023-01981-1

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians: An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians

Authors: Sen Na Mihai Anitescu Mladen Kolar

Source: Mathematical Programming. 199:721-791

Subject Terms: FOS: Computer and information sciences, exact penalty, augmented Lagrangian, 0211 other engineering and technologies, Stochastic programming, Machine Learning (stat.ML), Numerical Analysis (math.NA), 02 engineering and technology, stochastic optimization, Nonconvex programming, global optimization, Statistics - Computation, Methods of successive quadratic programming type, Nonlinear programming, Statistics - Machine Learning, Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Numerical Analysis, Mathematics - Optimization and Control, sequential quadratic programming, Computation (stat.CO)

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Access URL: http://arxiv.org/abs/2102.05320

Nonmonotone Alternative Direction Method Based on Simple Conic Model for Unconstrained Optimization: Nonmonotone alternative direction method based on simple conic model for unconstrained optimization

Authors: Zhao, Lijuan

Source: Asia-Pacific Journal of Operational Research. 41

Subject Terms: Methods of successive quadratic programming type, Numerical mathematical programming methods, Nonlinear programming, simple conic model, alternative direction method, trust region, line search, 0101 mathematics, Nonconvex programming, global optimization, 01 natural sciences, nonmonotone

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Huber approximation for the non-linear problem: Huber approximation for the non-linear \(l_{1}\) problem

Authors: Pinar, M. C. Hartmann, W. M.

Source: European Journal of Operational Research

Subject Terms: smoothing algorithms, Nonlinear Programming, 4. Education, Smoothing algorithms, non-differentiable optimization, Smoothing Algorithms, Non-differentiable Optimization, Huber M-estimator, 01 natural sciences, Methods of successive quadratic programming type, Nonlinear programming, nonlinear programming, 0101 mathematics, 10. No inequality, Non-differentiable optimization

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Access URL: http://repository.bilkent.edu.tr/bitstream/11693/27253/1/Huber_approximation_for_the_non-linear_%e2%84%931_problem.pdf
https://zbmath.org/2223387
https://doi.org/10.1016/j.ejor.2004.10.029
http://yoksis.bilkent.edu.tr/pdf/files/10.1016-j.ejor.2004.10.029.pdf
https://ideas.repec.org/a/eee/ejores/v169y2006i3p1096-1107.html
https://www.sciencedirect.com/science/article/pii/S0377221705002766
https://dblp.uni-trier.de/db/journals/eor/eor169.html#PinarH06
https://econpapers.repec.org/article/eeeejores/v_3a169_3ay_3a2006_3ai_3a3_3ap_3a1096-1107.htm
http://repository.bilkent.edu.tr/bitstream/11693/27253/1/Huber_approximation_for_the_non-linear_%e2%84%931_problem.pdf
https://hdl.handle.net/11693/11372
https://hdl.handle.net/11693/27253

Fairness Criteria for Algebraic Curves: Fairness criteria for algebraic curves

Authors: Pavel Chalmovianský Bert Jüttler

Source: Geometric Modelling ISBN: 9783211208182

Subject Terms: Methods of successive quadratic programming type, Computer-aided design (modeling of curves and surfaces), implicit representation, algebraic curves, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 0101 mathematics, variational design, 01 natural sciences, sequential quadratic programming

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Access URL: http://www.ag.jku.at/pubs/fcf04.pdf
https://zbmath.org/2111425
https://doi.org/10.1007/s00607-003-0045-z
https://dl.acm.org/doi/10.1007/s00607-003-0045-z
https://dblp.uni-trier.de/db/journals/computing/computing72.html#ChalmovianskuJ04
https://rd.springer.com/chapter/10.1007/978-3-7091-0587-0_4
https://link.springer.com/article/10.1007/s00607-003-0045-z?view=classic
https://link.springer.com/chapter/10.1007/978-3-7091-0587-0_4

Some recent developments in nonlinear optimization algorithms

Authors: Sartenaer, Annick

Source: Sartenaer, A 2003, Some recent developments in nonlinear optimization algorithms . in Actes des Journées MODE 2003 . vol. 13, pp. 41-64 .

Subject Terms: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming, research survey, 05 social sciences, Interior-point methods, algorithms, nonlinear optimization, 01 natural sciences, SQP methods, constrained optimization, Methods of successive quadratic programming type, Numerical mathematical programming methods, Nonlinear programming, interior-point methods, Research exposition (monographs, survey articles) pertaining to numerical analysis, 0502 economics and business, unconstrained optimization, globalization techniques, line-search, 0101 mathematics, filter methods, sequential quadratic programming

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Access URL: https://www.esaim-proc.org/articles/proc/pdf/2003/01/sartenaer.pdf
https://researchportal.unamur.be/en/publications/1e5c03ac-85ce-4a98-ba69-5f73140be014
http://www.esaim-proc.org/articles/proc/pdf/2003/01/sartenaer.pdf
https://www.esaim-proc.org/articles/proc/abs/2003/01/sartenaer/sartenaer.html
https://researchportal.unamur.be/fr/publications/recent-developments-in-nonlinear-optimization-algorithms
https://www.esaim-proc.org/articles/proc/pdf/2003/01/sartenaer.pdf
https://paperity.org/p/110779823/some-recent-developments-in-nonlinear-optimization-algorithms
http://core.ac.uk/display/22967834
https://pure.unamur.be/ws/files/978579/52059.pdf

Approximation methods for the analysis of a multicomponent, multiproduct assemble-to-order system: Analysis of a Multicomponent, Multiproduct ATO System

Authors: Fu, Ke Hsu, Vernon Ning Lee, Chung Yee

Source: Naval Research Logistics (NRL). 58:685-704

Subject Terms: matrix-geometric, Stochastic scheduling theory in operations research, 0211 other engineering and technologies, Assemble-to-order, 02 engineering and technology, assemble-to-order, Queueing theory (aspects of probability theory), 12. Responsible consumption, Methods of successive quadratic programming type, queueing, 0202 electrical engineering, electronic engineering, information engineering, Queueing, Matrix-geometric, Approximation, approximation

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Access URL: http://or.nsfc.gov.cn/handle/00001903-5/105137
https://repository.ust.hk/ir/Record/1783.1-34890
https://onlinelibrary.wiley.com/doi/full/10.1002/nav.20479

Stabilized Sequential Quadratic Programming: Stabilized sequential quadratic programming

Authors: William W. Hager

Source: Computational Optimization ISBN: 9781461373674

Subject Terms: Methods of successive quadratic programming type, Nonlinear programming, error estimation, 0211 other engineering and technologies, superlinear convergence, stabilized SQP, 02 engineering and technology, 0101 mathematics, 01 natural sciences, sequential quadratic programming, quadratic convergence, degenerate optimization

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Access URL: https://zbmath.org/1324700
https://doi.org/10.1023/a:1008640419184
https://rd.springer.com/chapter/10.1007/978-1-4615-5197-3_13
https://link.springer.com/article/10.1023%2FA%3A1008640419184

A filter method for solving nonlinear complementarity problems

Authors: Pu-yan Nie

Source: Applied Mathematics and Computation. 167:677-694

Subject Terms: 0211 other engineering and technologies, nonlinear complementarity problems, successive quadratic programming, Interior-point methods, 02 engineering and technology, numerical results, composite-like methods, Methods of successive quadratic programming type, global convergence, Numerical mathematical programming methods, interior point strategy, nonlinear programming, pattern search method, trust region method, multi-objective problems, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), Multi-objective and goal programming, filter methods

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Access URL: https://www.sciencedirect.com/science/article/pii/S0096300304005235
http://dblp.uni-trier.de/db/journals/amc/amc185.html#LongMN07
https://dblp.uni-trier.de/db/journals/amc/amc167.html#Nie05

A feasible descent SQP algorithm for general constrained optimization without strict complementarity: A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity

Authors: Qing-Jie Hu Chun-Ming Tang Hai-Yan Zheng et al.

Source: Journal of Computational and Applied Mathematics. 180:391-412

Subject Terms: General constrained optimization, Applied Mathematics, 0211 other engineering and technologies, successive quadratic programming, 02 engineering and technology, SQP, 01 natural sciences, Smooth optimization problems, Methods of successive quadratic programming type, Computational Mathematics, Numerical mathematical programming methods, Nonlinear programming, Superlinear convergence, Feasible descent algorithm, 0101 mathematics, Strict complementarity

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Access URL: https://zbmath.org/2175286
https://doi.org/10.1016/j.cam.2004.11.008
http://ui.adsabs.harvard.edu/abs/2005JCoAM.180..391J/abstract
https://www.sciencedirect.com/science/article/pii/S0377042704005400
https://core.ac.uk/display/82103418
https://www.sciencedirect.com/science/article/abs/pii/S0377042704005400

Convergence of Successive Approximation Methods with Parameter Target Sets: Convergence of successive approximation methods with parameter target sets.

Authors: Levy, A.B.

Source: Mathematics of Operations Research. 30:765-784

Subject Terms: Numerical methods based on nonlinear programming, 4. Education, 0211 other engineering and technologies, 02 engineering and technology, inclusion solving, variational analysis, constrained optimization, convergence analysis, Methods of successive quadratic programming type, numerical optimization, augmented Lagrangian methods, penalty methods, Numerical mathematical programming methods, generalized continuity, Sensitivity, stability, parametric optimization, barrier methods, trust region methods, sequential quadratic programming

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Access URL: https://www.jstor.org/stable/pdfplus/25151682.pdf
https://ideas.repec.org/a/inm/ormoor/v30y2005i3p765-784.html
https://dblp.uni-trier.de/db/journals/mor/mor30.html#Levy05
https://econpapers.repec.org/RePEc:inm:ormoor:v:30:y:2005:i:3:p:765-784
https://pubsonline.informs.org/doi/abs/10.1287/moor.1050.0153

Global convergence on an active set SQP for inequality constrained optimization

Authors: Liu, X.-W. SINGAPORE-MIT ALLIANCE

Contributors: Liu, X.-W. SINGAPORE-MIT ALLIANCE

Source: Journal of Computational and Applied Mathematics. 180:201-211

Subject Terms: Applied Mathematics, Sequential quadratic programming, 0211 other engineering and technologies, 02 engineering and technology, active set method, 01 natural sciences, Methods of successive quadratic programming type, global convergence, Computational Mathematics, Numerical mathematical programming methods, Nonlinear programming, Nonlinearly constrained optimization, Active set, 0101 mathematics

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Access URL: https://ui.adsabs.harvard.edu/abs/2005JCoAM.180..201L/abstract
https://core.ac.uk/display/82500329
https://www.sciencedirect.com/science/article/abs/pii/S0377042704005072
https://www.sciencedirect.com/science/article/pii/S0377042704005072

Newton methods for nonsmooth convex minimization: connections among -Lagrangian, Riemannian Newton and SQP methods: Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods

Authors: Miller, Scott A. Malick, Jérôme

Contributors: Miller, Scott A. Malick, Jérôme

Source: Mathematical Programming. 104:609-633

Subject Terms: [INFO.INFO-OH] Computer Science [cs]/Other [cs.OH], Methods of successive quadratic programming type, Convex programming, CONVEX ANALYSIS, U-LAGRANGIAN, RIEMANNIAN GEOMETRY, GEODESICS, 0211 other engineering and technologies, 02 engineering and technology, PARTIAL SMOOTHNESS, NON-SMOOTH OPTIMIZATION

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Access URL: https://hal.inria.fr/inria-00071403/file/MM05.pdf
https://inria.hal.science/inria-00071403v2/document
https://inria.hal.science/inria-00071403v2
https://doi.org/10.1007/s10107-005-0631-2
http://www.inrialpes.fr/bipop/publis/MiMa2005MATHPROGB.pdf
https://link.springer.com/content/pdf/10.1007%2Fs10107-005-0631-2.pdf
https://hal.inria.fr/inria-00071403v2
https://hal.inria.fr/docs/00/80/42/33/PDF/MM05.pdf
http://bipop.inrialpes.fr/publis/MiMa2005MATHPROGB.pdf
https://dblp.uni-trier.de/db/journals/mp/mp104.html#MillerM05

A branch and bound algorithm for solving a class of D-C programming

Authors: Xue Honggang Xu Chengxian

Source: Applied Mathematics and Computation. 165:291-302

Subject Terms: Methods of successive quadratic programming type, numerical examples, branch and bound algorithm, Numerical mathematical programming methods, DC programming, Nonlinear programming, \(\omega\)-subdivision, Polyhedral combinatorics, branch-and-bound, branch-and-cut, 0202 electrical engineering, electronic engineering, information engineering, largest distance bisection, 02 engineering and technology, normal rectangular subdivision

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Access URL: https://zbmath.org/2175490
https://doi.org/10.1016/j.amc.2004.06.016
https://dblp.uni-trier.de/db/journals/amc/amc165.html#XueX05
http://www.sciencedirect.com/science/article/pii/S0096300304003820
https://www.sciencedirect.com/science/article/pii/S0096300304003820

Nonmonotone adaptive trust-region method for unconstrained optimization problems

Authors: Jinhua Fu Wenyu Sun

Source: Applied Mathematics and Computation. 163:489-504

Subject Terms: Methods of successive quadratic programming type, Algorithm, Numerical mathematical programming methods, Nonlinear programming, Superlinear convergence, Trust region method, Numerical results, 0211 other engineering and technologies, Nonmonotone methods, 02 engineering and technology, Global convergence, Unconstrained optimization

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An efficient sequential quadratic programming algorithm for nonlinear programming

Authors: Zhibin Zhu

Source: Journal of Computational and Applied Mathematics. 175:447-464

Subject Terms: Method of feasible direction, 0209 industrial biotechnology, Applied Mathematics, Sequential quadratic programming, 0211 other engineering and technologies, Feasible directions, 02 engineering and technology, Global convergence, Methods of successive quadratic programming type, Inequality constrained optimization, Computational Mathematics, Numerical mathematical programming methods, Nonlinear programming, Superlinear convergence rate, SQP algorithm

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Access URL: http://ui.adsabs.harvard.edu/abs/2005JCoAM.175..447Z/abstract
https://core.ac.uk/display/82748813
https://www.sciencedirect.com/science/article/pii/S0377042704003152
https://www.sciencedirect.com/science/article/abs/pii/S0377042704003152

A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity

Authors: Jinbao Jian

Source: Applied Mathematics and Computation. 162:1065-1081

Subject Terms: Sequential quadratic programming, 0211 other engineering and technologies, 02 engineering and technology, SQP, 01 natural sciences, Methods of successive quadratic programming type, Nonlinear inequality, Nonlinear programming, Superlinear convergence, Feasible descent algorithm, Generalized projection, Projection method, 0101 mathematics, Constrained optimization

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Access URL: https://www.sciencedirect.com/science/article/pii/S009630030400150X
https://dblp.uni-trier.de/db/journals/amc/amc162.html#Jian05
https://dl.acm.org/doi/10.1016/j.amc.2004.01.016