Výsledky vyhledávání - linearly constrained nonlinear programming problems

A Method of Conjugate Directions for Linearly Constrained Nonlinear Programming Problems Autor Ritter, Klaus

“…An iterative method is described for the minimization of a continuously differentiable function F(x) of n variables subject to linear inequality constraints…”
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Computation of optimal investment allocations in a sequential portfolio optimisation Autor Mavungu, Masiala, Hurwitz, Evan, Marwala, Tshilidzi

“…Orientation: This article is related to Financial Risk Management, Investment Management and Portfolio Optimisation. Research purpose: The aim is to compute…”
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A hybrid algorithm for linearly constrained minimax problems Autor Wang, Fusheng

“… In this paper, an algorithm for linearly constrained minimax problems is presented in which we combine the trust-region methods with the line-search methods and curve-search methods…”
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A Second Order Method for the Linearly Constrained Nonlinear Programming Problem Autor McCORMICK, GARTH P.

“…An algorithm using second derivatives for solving the problem: minimize f(x) subject to Ax − b ≥ 0 is presented. Convergence to a Second-Order Kuhn Tucker Point is proved…”
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Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary Autor Haeser, Gabriel, Liu, Hongcheng, Ye, Yinyu

“… By exploiting an interior point technique, we present first- and second-order optimality conditions for this problem that reduces to classical ones when the derivative on the boundary is available…”
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An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems Autor Kong, Weiwei, Melo, Jefferson G., Monteiro, Renato D. C.

“…) method proposed earlier by the authors. Both the QP-AIPP method and its variant solve linearly set constrained nonconvex composite optimization problems using a quadratic penalty approach where the generated penalized subproblems…”
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Issues on a 2–Dimensional Quadratic Sub–Problem and Its Applications in Nonlinear Programming: Trust–Region Methods (TRMs) and Linesearch Based Methods (LBMs) Autor Fasano, Giovanni, Piermarini, Christian, Roma, Massimo

“…This paper analyses the solution of a specific quadratic sub-problem, along with its possible applications, within both constrained and unconstrained Nonlinear Programming frameworks…”
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An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the Optimal Power Flow Problem Autor Hours, Jean-Hubert, Jones, Colin N.

“…A novel trust region method for solving linearly constrained nonlinear programs is presented…”
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Optimality conditions for differentiable linearly constrained pseudoconvex programs Autor Cambini, Riccardo, Riccardi, Rossana

“…The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs…”
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An accelerated augmented Lagrangian method for linearly constrained convex programming with the rate of convergence O(1/k2) Autor Ke, Yi-fen, Ma, Chang-feng

“…) for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O (1/ k 2…”
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CSOLNP: Numerical Optimization Engine for Solving Non-linearly Constrained Problems Autor Zahery, Mahsa, Maes, Hermine H., Neale, Michael C.

“… R package version, 1) alongside some improvements. CSOLNP solves non-linearly constrained optimization problems using a Sequential Quadratic Programming (SQP) algorithm. CSOLNP, NPSOL…”
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Parallel Algorithms for Large-scale Linearly Constrained Minimization Problem Autor Han, Cong-ying, Zheng, Fang-ying, Guo, Tian-de, He, Guo-ping

“… amount each iteration and is closer to practical applications for solve large-scale nonlinear programming…”
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Implementing Generating Set Search Methods for Linearly Constrained Minimization Autor Lewis, Robert Michael, Shepherd, Anne, Torczon, Virginia

“…We discuss an implementation of a derivative-free generating set search method for linearly constrained minimization with no assumption of nondegeneracy placed on the constraints…”
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A Globally Convergent Linearly Constrained Lagrangian Method for Nonlinear Optimization Autor Friedlander, Michael P., Saunders, Michael A.

“…For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL…”
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On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems Autor Ma, Cheng, Zhang, Liansheng

“…In this paper, we study a new exact and smooth penalty function for the nonlinear mixed discrete programming problem by augumenting only one variable no matter how many constraints…”
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A primal-dual augmented Lagrangian Autor Gill, Philip E., Robinson, Daniel P.

“…Nonlinearly constrained optimization problems can be solved by minimizing a sequence of simpler unconstrained or linearly constrained subproblems…”
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On the solution of linearly constrained optimization problems by means of barrier algorithms Autor Birgin, E. G., Gardenghi, J. L., Martínez, J. M., Santos, S. A.

“…Many practical problems require the solution of large-scale constrained optimization problems for which preserving feasibility is a key issue, and the evaluation of the objective function is very expensive…”
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On the convergence of asynchronous parallel algorithm for large-scale linearly constrained minimization problem Autor Han, Congying, Wang, Yongli, He, Guoping

“… an asynchronous PVT algorithm for solving large-scale linearly constrained convex minimization problems…”
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Linearly constrained global optimization via piecewise-linear approximation Autor Zhang, Hao, Wang, Shuning

“…This paper considers the problem of optimizing a continuous nonlinear objective function subject to linear constraints via a piecewise-linear approximation…”
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Asynchronous Parallel Generating Set Search for Linearly Constrained Optimization Autor Griffin, Joshua D., Kolda, Tamara G., Lewis, Robert Michael

“…We describe an asynchronous parallel derivative-free algorithm for linearly constrained optimization…”
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