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

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

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

GLOBAL CONVERGENCE OF A TRUST REGION SEQUENTIAL QUADRATIC PROGRAMMING METHOD: Global convergence of trust region sequential quadratic programming method

Authors: Hiroshi Yamashita Hiroshige Dan

Source: Journal of the Operations Research Society of Japan. 48:41-56

Subject Terms: Methods of successive quadratic programming type, large-scale problem, Nonlinear programming, nonlinear programming, 0211 other engineering and technologies, trust region, 02 engineering and technology, 0101 mathematics, 01 natural sciences, sequential quadratic programming method

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Access URL: https://www.jstage.jst.go.jp/article/jorsj/48/1/48_KJ00002497739/_pdf
https://zbmath.org/2195367
https://doi.org/10.15807/jorsj.48.41
https://ci.nii.ac.jp/naid/110001192104

On the Sequential Quadratically Constrained Quadratic Programming Methods: On the sequential quadratically constrained quadratic programming methods.

Authors: Mikhail V. Solodov

Source: Mathematics of Operations Research. 29:64-79

Subject Terms: Methods of successive quadratic programming type, quadratically constrained quadratic programming, Nonlinear programming, 0211 other engineering and technologies, 02 engineering and technology, nonsmooth penalty function, Maratos effect

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Access URL: http://pages.cs.wisc.edu/%7Esolodov/mvs04sqcqp.pdf

A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions

Authors: Davey, K. Ward, M.J.

Source: Davey, K & Ward, M J 2000, 'Successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions', Applied Numerical Mathematics, vol. 35, no. 2, pp. 129-156. https://doi.org/10.1016/S0168-9274(99)00053-7

Subject Terms: Optimization, Conjugate gradients, 0209 industrial biotechnology, Quasi-Newton, ill-conditioned problems, 4. Education, quadratic programming, 02 engineering and technology, Quadratic programming, Methods of quasi-Newton type, 16. Peace & justice, Preconditioners, Methods of successive quadratic programming type, Numerical mathematical programming methods, 0203 mechanical engineering, Nonlinear programming, preconditioning, conjugate gradient method, nonlinear programming, quasi-Newton method

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Access URL: https://www.sciencedirect.com/science/article/pii/S0168927499000537

A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization: A sequential quadratically constrained quadratic programming method for differentiable convex minimization

Authors: Zhi-Quan Luo Masao Fukushima Paul Tseng

Source: SIAM Journal on Optimization. 13:1098-1119

Subject Terms: Methods of successive quadratic programming type, quadratically constrained quadratic programming, global convergence, Convex programming, Numerical mathematical programming methods, 0211 other engineering and technologies, 02 engineering and technology, Maratos effect, convex programming, quadratic convergence

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Access URL: https://zbmath.org/2029273
https://doi.org/10.1137/s1052623401398120

Iterative regularization of parameter identification problems by sequential quadratic programming methods

Authors: Martin Burger Wolfram Mühlhuber

Source: Inverse Problems. 18:943-969

Subject Terms: Methods of successive quadratic programming type, sequential quadratic programming methods, Inverse problems for PDEs, parameter identification, convergence, Numerical mathematical programming methods, iterative regularization methods, Numerical methods for inverse problems for boundary value problems involving PDEs, Numerical solution to inverse problems in abstract spaces, Quadratic programming, 0101 mathematics, numerical experiments, 01 natural sciences

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Access URL: https://iopscience.iop.org/article/10.1088/0266-5611/18/4/301/meta
https://ui.adsabs.harvard.edu/abs/2002InvPr..18..943B/abstract
https://iopscience.iop.org/0266-5611/18/4/301

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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Numerical Approximation of an SQP-Type Method for Parameter Identification: Numerical approximation of an SQP-type method for parameter identification

Authors: Martin Burger Wolfram Mühlhuber

Source: SIAM Journal on Numerical Analysis. 40:1775-1797

Subject Terms: Inverse problems for PDEs, numerical examples, Numerical methods for inverse problems for boundary value problems involving PDEs, ill-posed problem, Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs, 01 natural sciences, Methods of successive quadratic programming type, regularization, parameter identification, Levenberg-Marquardt method, indefinite systems, 0101 mathematics, Galerkin method, sequential quadratic programming

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Access URL: https://zbmath.org/1848656
https://doi.org/10.1137/s0036142901389980

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

File Description: application/xml; application/pdf

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

Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence: Line search filter methods for nonlinear programming: motivation and global convergence

Authors: Lorenz T. Biegler Andreas Wächter

Source: SIAM Journal on Optimization. 16:1-31

Subject Terms: Numerical methods based on nonlinear programming, filter method, 0211 other engineering and technologies, Interior-point methods, 02 engineering and technology, nonconvex constrained optimization, 01 natural sciences, Methods of successive quadratic programming type, global convergence, Numerical mathematical programming methods, Nonlinear programming, interior point method, nonlinear programming, barrier method, line search, 0101 mathematics, sequential quadratic programming

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Access URL: https://zbmath.org/2206226
https://doi.org/10.1137/s1052623403426556

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

Newton-Type Methods for Optimization Problems without Constraint Qualifications: Newton-type methods for optimization problems without constraint qualifications

Authors: Mikhail V. Solodov Alexey F. Izmailov

Source: SIAM Journal on Optimization. 15:210-228

Subject Terms: Methods of successive quadratic programming type, regularity, constraints degeneracy, Nonlinear programming, Newton method, second-order sufficiency, 0211 other engineering and technologies, singular-value decomposition, mathematical programs with complementarity constraints (MPCC), 02 engineering and technology, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

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Access URL: http://www.cs.wisc.edu/~solodov/izmsol03noCQ.pdf
https://zbmath.org/2138051
https://doi.org/10.1137/s1052623403427264

A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm: A computationally efficient feasible sequential quadratic programming algorithm

Authors: Craig T. Lawrence André L. Tits

Source: SIAM Journal on Optimization. 11:1092-1118

Subject Terms: Methods of successive quadratic programming type, feasible iterates, Numerical optimization and variational techniques, feasible SQP, 0209 industrial biotechnology, Numerical mathematical programming methods, Nonlinear programming, FSQP, 0211 other engineering and technologies, 02 engineering and technology, Methods of quasi-Newton type, SQP, sequential quadratic programming

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Access URL: https://drum.lib.umd.edu/bitstream/1903/5956/1/TR_98-46.pdf
https://zbmath.org/1608904
https://doi.org/10.1137/s1052623498344562
http://www.isr.umd.edu/~andre/34456p~1.pdf
https://www.isr.umd.edu/~andre/34456p~1.pdf
https://dblp.uni-trier.de/db/journals/siamjo/siamjo11.html#LawrenceT01
https://epubs.siam.org/doi/abs/10.1137/S1052623498344562
https://dl.acm.org/doi/10.1137/S1052623498344562
https://eng.umd.edu/~andre/34456p~1.pdf

On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization: On the solution of equality constrained quadratic programming problems arising in optimization

Authors: Nicholas I. M. Gould Jorge Nocedal Mary E. Hribar

Source: SIAM Journal on Scientific Computing. 23:1376-1395

Subject Terms: Large-scale problems in mathematical programming, numerical examples, Numerical computation of matrix norms, conditioning, scaling, 0211 other engineering and technologies, quadratic programming, 02 engineering and technology, 16. Peace & justice, nonlinear optimization, 01 natural sciences, Methods of successive quadratic programming type, Numerical mathematical programming methods, Nonlinear programming, preconditioning, conjugate gradient method, iterative refinement, 0101 mathematics

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Access URL: http://epubs.cclrc.ac.uk/bitstream/170/raltr-1998069.pdf
https://zbmath.org/1729196
https://doi.org/10.1137/s1064827598345667
https://dblp.uni-trier.de/db/journals/siamsc/siamsc23.html#GouldHN01
https://epubs.siam.org/doi/abs/10.1137/S1064827598345667?journalCode=sjoce3
https://dl.acm.org/doi/10.1137/S1064827598345667
https://www.scholars.northwestern.edu/en/publications/on-the-solution-of-equality-constrained-quadratic-programming-pro
https://locus.siam.org/doi/abs/10.1137/S1064827598345667

Line Search Filter Methods for Nonlinear Programming: Local Convergence: Line search filter methods for nonlinear programming: local convergence

Authors: Andreas Wächter Lorenz T. Biegler

Source: SIAM Journal on Optimization. 16:32-48

Subject Terms: Numerical methods based on nonlinear programming, filter method, 0211 other engineering and technologies, 02 engineering and technology, nonconvex constrained optimization, 01 natural sciences, Methods of successive quadratic programming type, Numerical mathematical programming methods, Nonlinear programming, nonlinear programming, local convergence, line search, 0101 mathematics, Maratos effect, second order correction

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Access URL: https://zbmath.org/2206227
https://doi.org/10.1137/s1052623403426544

A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming: A superlinearly convergent sequential quadratically constrained quadratic programming algorithm for degenerate nonlinear programming

Authors: Mihai Anitescu

Source: SIAM Journal on Optimization. 12:949-978

Subject Terms: Methods of successive quadratic programming type, Numerical mathematical programming methods, quadratic constraints, Nonlinear programming, 0211 other engineering and technologies, superlinear convergence, 02 engineering and technology, degenerate constraints, sequential quadratic programming

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Access URL: https://epubs.siam.org/doi/abs/10.1137/S1052623499365309
https://dblp.uni-trier.de/db/journals/siamjo/siamjo12.html#Anitescu02