Search Results - sequential linearly constrained nonlinear programming

CSOLNP: Numerical Optimization Engine for Solving Non-linearly Constrained Problems.

Authors: Zahery, Mahsa Maes, Hermine H. Neale, Michael C.

Source: Twin Research & Human Genetics. Aug2017, Vol. 20 Issue 4, p290-297. 8p.

Subject Terms: *NONLINEAR analysis, *QUADRATIC programming, *STRUCTURAL equation modeling, *FORTRAN, *SEQUENTIAL analysis, *ALGORITHMS, *BIOLOGICAL models, *COMPUTER software, *RESEARCH funding

Sequential equality-constrained optimization for nonlinear programming.

Authors: Birgin, E. Bueno, L. Martínez, J.

Source: Computational Optimization & Applications; Dec2016, Vol. 65 Issue 3, p699-721, 23p

Subject Terms: MATHEMATICAL optimization, MATHEMATICAL variables, QUADRATIC programming, LAGRANGIAN functions, STOCHASTIC convergence

Feasible Direction Methods for Constrained Nonlinear Optimization: Suggestions for Improvements

Authors: Mitradjieva-Daneva, Maria Göthe-Lundgren, Maud Larsson, Torbjörn et al.

Contributors: Mitradjieva-Daneva, Maria Göthe-Lundgren, Maud Larsson, Torbjörn et al.

Source: Linköping Studies in Science and Technology. Dissertations.

Subject Terms: constrained nonlinear optimization, feasible direction methods, conjugate directions, traffic equilibrium problem, sequential linear programming algorithm, stochastic transportation problem, MATHEMATICS, Applied mathematics, Optimization, systems theory, MATEMATIK, Tillämpad matematik, Optimeringslära, systemteori

File Description: electronic

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-8811
https://liu.diva-portal.org/smash/get/diva2:23509/FULLTEXT01.pdf

Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary.

Authors: Haeser, Gabriel Liu, Hongcheng Ye, Yinyu

Source: Mathematical Programming; Nov2019, Vol. 178 Issue 1/2, p263-299, 37p

Subject Terms: NONCONVEX programming, NONLINEAR programming, NONLINEAR equations, CONTINUOUS functions, INTERIOR-point methods

A barrier method for solving nonlinear programming problems

Authors: Aigbe, William F. Amar

Subject Terms: sequential linearly constrained nonlinear programming, Numerical methods based on nonlinear programming, Numerical mathematical programming methods, Ritter's conjugate direction method, Nonlinear programming, barrier method

File Description: application/xml

Access URL: https://zbmath.org/3746830

Inexact Josephy–Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization.

Authors: Izmailov, A. F. Solodov, M. V.

Source: Computational Optimization & Applications; Jun2010, Vol. 46 Issue 2, p347-368, 22p

Subject Terms: QUADRATIC programming, MATHEMATICAL optimization, LINEAR dependence (Mathematics), NONLINEAR programming, STOCHASTIC convergence

A primal-dual augmented Lagrangian.

Authors: Gill, Philip Robinson, Daniel

Source: Computational Optimization & Applications; Jan2012, Vol. 51 Issue 1, p1-25, 25p, 4 Charts

Subject Terms: CONSTRAINED optimization, LAGRANGIAN functions, NONLINEAR programming, QUADRATIC programming, THEORY of distributions (Functional analysis)

Two-Timescale Multilayer Recurrent Neural Networks for Nonlinear Programming.

Authors: Wang, Jiasen Wang, Jun

Source: IEEE Transactions on Neural Networks & Learning Systems; Jan2022, Vol. 33 Issue 1, p37-47, 11p

Subject Terms: NONLINEAR programming, GLOBAL optimization, QUADRATIC programming, RECURRENT neural networks

A hybrid algorithm for linearly constrained minimax problems.

Authors: Wang, Fusheng

Source: Annals of Operations Research; Jul2013, Vol. 206 Issue 1, p501-525, 25p, 2 Charts

Subject Terms: HYBRID systems, SEARCH algorithms, PROBLEM solving, ROBUST control, NONLINEAR programming, STOCHASTIC convergence

Computation of optimal investment allocations in a sequential portfolio optimisation

Authors: Masiala Mavungu Evan Hurwitz Tshilidzi Marwala

Source: Journal of Economic and Financial Sciences, Vol 12, Iss 1, Pp e1-e8 (2019)

Subject Terms: investment allocations, portfolio selection, portfolio optimisation, data forecasting, risk minimisation, profit maximisation, sequential quadratic programming, Economics as a science, HB71-74

File Description: electronic resource

Relation: https://jefjournal.org.za/index.php/jef/article/view/416; https://doaj.org/toc/1995-7076; https://doaj.org/toc/2312-2803

Access URL: https://doaj.org/article/f5fc857bcd1d4891bf26b85ebf28a235

Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure.

Authors: Carpenter, Tamra J. Lustig, Irvin J. Mulvey, John M. et al.

Source: ORSA Journal on Computing. Spring93, Vol. 5 Issue 2, p182. 10p.

Subject Terms: *LINEAR programming, *CONVEX domains, *NONLINEAR programming, *STOCHASTIC processes

Efficient implementation of Gaussian process–based predictive control by quadratic programming.

Authors: Polcz, Péter Péni, Tamás Tóth, Roland

Source: IET Control Theory & Applications (Wiley-Blackwell). May2023, Vol. 17 Issue 8, p968-984. 17p.

Subject Terms: *QUADRATIC programming, *PREDICTIVE control systems, *NONLINEAR equations, *GAUSSIAN processes, *PREDICTION models, *STOCHASTIC control theory, *MOMENTS method (Statistics)

Integration of Distributed Energy Resources in Unbalanced Networks Using a Generalized Normal Distribution Optimizer.

Authors: Avellaneda-Gómez, Laura Sofía Cortés-Caicedo, Brandon Montoya, Oscar Danilo et al.

Source: Computation; Jun2025, Vol. 13 Issue 6, p146, 28p

Subject Terms: PARTICLE swarm optimization, METAHEURISTIC algorithms, SEARCH algorithms, GAUSSIAN distribution, POWER resources

Nonlinear Programming 4 : Proceedings of the Nonlinear Programming Symposium 4 Conducted by the Computer Sciences Department at the University of Wisconsin–Madison, July 14-16, 1980

Authors: Olvi L. Mangasarian Robert R. Meyer Stephen M. Robinson

Resource Type: eBook.

Subjects: Nonlinear programming--Congresses

Categories: MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied

Nonlinear Programming 2 : Proceedings of the Special Interest Group on Mathematical Programming Symposium Conducted by the Computer Sciences Department at the University of Wisconsin - Madison, April 15-17, 1974

Authors: O. L. Mangasarian R. R. Meyer S. M. Robinson

Resource Type: eBook.

Subjects: Nonlinear programming

Categories: MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied

Tailored Benders Decomposition for a Long-Term Power Expansion Model with Short-Term Demand Response.

Authors: Lohmann, Timo Rebennack, Steffen

Source: Management Science; Jun2017, Vol. 63 Issue 6, p2027-2048, 22p, 5 Diagrams, 9 Charts

Subject Terms: RETIREMENT planning, INVESTMENT policy, NONLINEAR programming, ELECTRIC power systems, POWER plants

Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs.

Authors: Giallombardo, Giovanni Ralph, Daniel

Source: Mathematical Programming; Apr2008, Vol. 112 Issue 2, p335-369, 35p

Subject Terms: MATHEMATICAL decomposition, MATHEMATICAL programming, NONLINEAR programming, SWITCHING theory, MULTIPLIERS (Mathematical analysis), FUNCTIONAL analysis

NPSOL (Version 4.0): A Fortran Package for Nonlinear Programming. User's Guide.

Authors: STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB Gill,Philip E Murray,Walter et al.

Source: DTIC AND NTIS

Index Terms: Computer Programming and Software, USER MANUALS, NONLINEAR PROGRAMMING, PROGRAMMING MANUALS, ALGORITHMS, FUNCTIONS, SEQUENTIAL ANALYSIS, QUADRATIC PROGRAMMING, FORTRAN, SEARCHING, SUBROUTINES, SPARSE MATRIX, ITERATIONS, LAGRANGIAN FUNCTIONS, WUNR047064, Text

URL: https://apps.dtic.mil/docs/citations/ADA166944

User's Guide for NPSOL (Version 4.0): A Fortran Package for Nonlinear Programming.

Authors: STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB Gill,Philip E Murray,Walter et al.

Source: DTIC AND NTIS

Index Terms: Computer Programming and Software, PROGRAMMING MANUALS, NONLINEAR PROGRAMMING, ALGORITHMS, USER MANUALS, SEQUENTIAL ANALYSIS, QUADRATIC PROGRAMMING, FORTRAN, SEARCHING, SUBROUTINES, SPARSE MATRIX, LAGRANGIAN FUNCTIONS, NPSOL computer programs, WUNR047064, Text

URL: https://apps.dtic.mil/docs/citations/ADA169115

An Introduction to Nonlinear Optimization Theory

Authors: Marius Durea Radu Strugariu

Resource Type: eBook.

Subjects: Mathematical optimization, Nonlinear theories

Categories: MATHEMATICS / Linear & Nonlinear Programming, MATHEMATICS / General