Suchergebnisse - locally convergent nonlinear programming algorithms

  1. 1

    A locally and cubically convergent algorithm for computing ð'µ‐eigenpairs of symmetric tensors von Zhao, Ruijuan, Zheng, Bing, Liang, Maolin, Xu, Yangyang

    ISSN: 1099-1506
    Veröffentlicht: Oxford Wiley Subscription Services, Inc 01.05.2020
    Veröffentlicht in Numerical linear algebra with applications (01.05.2020)
    “… ) for it. Our proposed MNNM method is proved to be locally and cubically convergent under some suitable conditions, which greatly improves the Newton correction method and the orthogonal Newton correction …”
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    Journal Article
  2. 2

    A semismooth Newton method for nonlinear symmetric cone programming von Kong, Lingchen, Meng, Qingmin

    ISSN: 1432-2994, 1432-5217
    Veröffentlicht: Berlin/Heidelberg Springer-Verlag 01.10.2012
    “… In this paper, we employ the projection operator to design a semismooth Newton algorithm for solving nonlinear symmetric cone programming (NSCP …”
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    Journal Article
  3. 3

    A nonlinear Lagrangian based on Fischer-Burmeister NCP function von Ren, Yong-Hong, Zhang, Li-Wei, Xiao, Xian-Tao

    ISSN: 0096-3003, 1873-5649
    Veröffentlicht: New York, NY Elsevier Inc 15.05.2007
    Veröffentlicht in Applied mathematics and computation (15.05.2007)
    “… The convergence theorem shows that the sequence of points generated by this nonlinear Lagrange algorithm is locally convergent when the penalty parameter is less than a threshold under a set …”
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  4. 4

    An R -linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer–Burmeister merit function von Chen, Jein-Shan, Gao, Hung-Ta, Pan, Shaohua

    ISSN: 0377-0427, 1879-1778
    Veröffentlicht: Kidlington Elsevier B.V 15.10.2009
    Veröffentlicht in Journal of computational and applied mathematics (15.10.2009)
    “… ], the authors proposed a derivative-free descent algorithm for nonlinear complementarity problems (NCPs …”
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    Journal Article
  5. 5

    Properties of the Augmented Lagrangian in Nonlinear Semidefinite Optimization von Sun, J., Zhang, L. W., Wu, Y.

    ISSN: 0022-3239, 1573-2878
    Veröffentlicht: New York, NY Springer 01.06.2006
    Veröffentlicht in Journal of optimization theory and applications (01.06.2006)
    “… It is shown that, under a set of sufcient conditions, the augmented Lagrangian algorithm is locally convergent when the penalty parameter is larger than a certain threshold …”
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    Journal Article
  6. 6

    A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming von Anitescu, Mihai

    ISSN: 1052-6234, 1095-7189
    Veröffentlicht: Philadelphia Society for Industrial and Applied Mathematics 2002
    Veröffentlicht in SIAM journal on optimization (2002)
    “… We compare this algorithm with sequential quadratic programming algorithms on several degenerate nonlinear programs …”
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    Journal Article
  7. 7

    An SQP method for minimization of locally Lipschitz functions with nonlinear constraints von Yousefpour, Rohollah, Jafari, Elham

    ISSN: 0233-1934, 1029-4945
    Veröffentlicht: Philadelphia Taylor & Francis 03.04.2019
    Veröffentlicht in Optimization (03.04.2019)
    “… This method is based on sequential quadratic programming that uses an penalty function to equilibrate among the decrease of the objective function and the feasibility of the constraints …”
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    Journal Article
  8. 8

    Convergence Analysis of Difference-of-Convex Algorithm with Subanalytic Data von Le Thi, Hoai An, Huynh, Van Ngai, Pham Dinh, Tao

    ISSN: 0022-3239, 1573-2878
    Veröffentlicht: New York Springer US 01.10.2018
    Veröffentlicht in Journal of optimization theory and applications (01.10.2018)
    “… Difference-of-Convex programming and related algorithms, which constitute the backbone of nonconvex programming and global optimization, were introduced in 1985 by Pham Dinh Tao and have been …”
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    Journal Article
  9. 9

    Adaptive dynamic programming von Murray, J.J., Cox, C.J., Lendaris, G.G., Saeks, R.

    ISSN: 1094-6977
    Veröffentlicht: IEEE 01.05.2002
    “… constraint and guarantee convergence is required. The objective of the paper is to describe an adaptive dynamic programming algorithm (ADPA …”
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    Journal Article
  10. 10

    Research on The Optimal Solution of Lagrangian Multiplier Function Method in Nonlinear Programming von Jin, Xue

    ISSN: 1742-6588, 1742-6596
    Veröffentlicht: Bristol IOP Publishing 01.06.2021
    Veröffentlicht in Journal of physics. Conference series (01.06.2021)
    “… that under appropriate conditions, the iterative point generated by the dual algorithm based on the function The column is locally convergent, and then an error estimate of the solution related to the penalty parameter is given …”
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    Journal Article
  11. 11

    Nonlinear robust optimization via sequential convex bilevel programming von Houska, Boris, Diehl, Moritz

    ISSN: 0025-5610, 1436-4646
    Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2013
    Veröffentlicht in Mathematical programming (01.12.2013)
    “… In this paper, we present a novel sequential convex bilevel programming algorithm for the numerical solution of structured nonlinear min …”
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    Journal Article
  12. 12

    Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming von Chen, Liang, Zhu, Junyuan, Zhao, Xinyuan

    ISSN: 1674-7283, 1869-1862
    Veröffentlicht: Beijing Science China Press 01.11.2022
    Veröffentlicht in Science China. Mathematics (01.11.2022)
    “… We first show in a unified fashion that under a few abstract assumptions, the proposed method is locally convergent and possesses a (nonasymptotic …”
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    Journal Article
  13. 13

    Invariant Adaptive Dynamic Programming for Discrete-Time Optimal Control von Zhu, Yuanheng, Zhao, Dongbin, He, Haibo

    ISSN: 2168-2216, 2168-2232
    Veröffentlicht: New York IEEE 01.11.2020
    “… An invariant adaptive dynamic programming algorithm is developed to extend the method to scenarios where system dynamics is not available. Online data are utilized to learn the near-optimal policy and the invariantly admissible region. Simulated experiments verify the effectiveness of our method …”
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    Journal Article
  14. 14

    A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization von Liu, Xinwei, Yuan, Yaxiang

    ISSN: 1052-6234, 1095-7189
    Veröffentlicht: Philadelphia Society for Industrial and Applied Mathematics 01.04.2011
    Veröffentlicht in SIAM journal on optimization (01.04.2011)
    “… We present a sequential quadratic programming method without using a penalty function or a filter for solving nonlinear equality constrained optimization …”
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    Journal Article
  15. 15

    A quadratically convergent primal decomposition algorithm with soft coupling for nonlinear parameter estimation von Kouzoupis, Dimitris, Quirynen, Rien, Garcia, Jesus Lago, Erhard, Michael, Diehl, Moritz

    Veröffentlicht: IEEE 01.12.2016
    “… In this paper, we propose a novel algorithm for a certain class of nonconvex, separable optimization problems that combines both distributed computations and locally quadratic convergence …”
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    Tagungsbericht
  16. 16

    A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity von Becher, Letícia, Fernández, Damián, Ramos, Alberto

    ISSN: 0926-6003, 1573-2894
    Veröffentlicht: New York Springer US 01.11.2023
    Veröffentlicht in Computational optimization and applications (01.11.2023)
    “… Our algorithm is based on a modification of the fast locally convergent Linear Programming (LP)-Newton method with a trust-region strategy for globalization that makes use of the natural merit function …”
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    Journal Article
  17. 17

    Nonlinear rescaling Lagrangians for nonconvex semidefinite programming von Zhang, Liwei, Li, Yang, Wu, Jia

    ISSN: 0233-1934, 1029-4945
    Veröffentlicht: Philadelphia Taylor & Francis 03.06.2014
    Veröffentlicht in Optimization (03.06.2014)
    “… A set of conditions on the convex real-valued functions is proposed to guarantee the convergence of nonlinear rescaling Lagrangian algorithms …”
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  18. 18

    A truncated Newton method in an augmented Lagrangian framework for nonlinear programming von Di Pillo, Gianni, Liuzzi, Giampaolo, Lucidi, Stefano, Palagi, Laura

    ISSN: 0926-6003, 1573-2894
    Veröffentlicht: Boston Springer US 01.03.2010
    Veröffentlicht in Computational optimization and applications (01.03.2010)
    “… In this paper we propose a primal-dual algorithm for the solution of general nonlinear programming problems …”
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    Journal Article
  19. 19

    Inexact Interior-Point Method for PDE-Constrained Nonlinear Optimization von Grote, Marcus J., Huber, Johannes, Kourounis, Drosos, Schenk, Olaf

    ISSN: 1064-8275, 1095-7197
    Veröffentlicht: Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
    Veröffentlicht in SIAM journal on scientific computing (01.01.2014)
    “… Because it uses the full Hessian matrix, modifying it whenever needed, the method not only is globally convergent, but also converges fast locally …”
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  20. 20

    A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations von Yigui, Ou

    ISSN: 1598-5865, 1865-2085
    Veröffentlicht: Dordrecht Springer Nature B.V 01.10.2006
    Veröffentlicht in Journal of applied mathematics & computing (01.10.2006)
    “… Furthermore, it is proved under appropriate assumptions that this algorithm is globally and locally super-linearly convergent …”
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