Výsledky vyhľadávania - locally convergent nonlinear programming algorithms
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A locally and cubically convergent algorithm for computing ð'µ‐eigenpairs of symmetric tensors
ISSN: 1099-1506Vydavateľské údaje: Oxford Wiley Subscription Services, Inc 01.05.2020Vydané v 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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A semismooth Newton method for nonlinear symmetric cone programming
ISSN: 1432-2994, 1432-5217Vydavateľské údaje: Berlin/Heidelberg Springer-Verlag 01.10.2012Vydané v Mathematical methods of operations research (Heidelberg, Germany) (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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A nonlinear Lagrangian based on Fischer-Burmeister NCP function
ISSN: 0096-3003, 1873-5649Vydavateľské údaje: New York, NY Elsevier Inc 15.05.2007Vydané v 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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An R -linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer–Burmeister merit function
ISSN: 0377-0427, 1879-1778Vydavateľské údaje: Kidlington Elsevier B.V 15.10.2009Vydané v 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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Properties of the Augmented Lagrangian in Nonlinear Semidefinite Optimization
ISSN: 0022-3239, 1573-2878Vydavateľské údaje: New York, NY Springer 01.06.2006Vydané v 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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A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
ISSN: 1052-6234, 1095-7189Vydavateľské údaje: Philadelphia Society for Industrial and Applied Mathematics 2002Vydané v SIAM journal on optimization (2002)“… We compare this algorithm with sequential quadratic programming algorithms on several degenerate nonlinear programs…”
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An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
ISSN: 0233-1934, 1029-4945Vydavateľské údaje: Philadelphia Taylor & Francis 03.04.2019Vydané v 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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Convergence Analysis of Difference-of-Convex Algorithm with Subanalytic Data
ISSN: 0022-3239, 1573-2878Vydavateľské údaje: New York Springer US 01.10.2018Vydané v 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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Adaptive dynamic programming
ISSN: 1094-6977Vydavateľské údaje: IEEE 01.05.2002Vydané v IEEE transactions on systems, man and cybernetics. Part C, Applications and reviews (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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Research on The Optimal Solution of Lagrangian Multiplier Function Method in Nonlinear Programming
ISSN: 1742-6588, 1742-6596Vydavateľské údaje: Bristol IOP Publishing 01.06.2021Vydané v 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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Nonlinear robust optimization via sequential convex bilevel programming
ISSN: 0025-5610, 1436-4646Vydavateľské údaje: Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2013Vydané v 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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Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
ISSN: 1674-7283, 1869-1862Vydavateľské údaje: Beijing Science China Press 01.11.2022Vydané v 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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Invariant Adaptive Dynamic Programming for Discrete-Time Optimal Control
ISSN: 2168-2216, 2168-2232Vydavateľské údaje: New York IEEE 01.11.2020Vydané v IEEE transactions on systems, man, and cybernetics. Systems (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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A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization
ISSN: 1052-6234, 1095-7189Vydavateľské údaje: Philadelphia Society for Industrial and Applied Mathematics 01.04.2011Vydané v 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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A quadratically convergent primal decomposition algorithm with soft coupling for nonlinear parameter estimation
Vydavateľské údaje: IEEE 01.12.2016Vydané v 2016 IEEE 55th Conference on Decision and Control (CDC) (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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Konferenčný príspevok.. -
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A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity
ISSN: 0926-6003, 1573-2894Vydavateľské údaje: New York Springer US 01.11.2023Vydané v 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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Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
ISSN: 0233-1934, 1029-4945Vydavateľské údaje: Philadelphia Taylor & Francis 03.06.2014Vydané v 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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A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
ISSN: 0926-6003, 1573-2894Vydavateľské údaje: Boston Springer US 01.03.2010Vydané v 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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Inexact Interior-Point Method for PDE-Constrained Nonlinear Optimization
ISSN: 1064-8275, 1095-7197Vydavateľské údaje: Philadelphia Society for Industrial and Applied Mathematics 01.01.2014Vydané v 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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A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations
ISSN: 1598-5865, 1865-2085Vydavateľské údaje: Dordrecht Springer Nature B.V 01.10.2006Vydané v 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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