Výsledky vyhľadávania - sequential linearly constrained nonlinear programming

Sequential equality-constrained optimization for nonlinear programming Autor Birgin, E. G., Bueno, L. F., Martínez, J. M.

“… In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrained optimization problem…”
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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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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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Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data Autor Luo, Xin-long, Lv, Jia-hui, Sun, Geng

“… the horizontal flight. In order to solve this practical problem efficiently, this paper constructs a continuation method with the trusty time-stepping scheme for the linearly equality-constrained optimization problem at every sampling time…”
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Newton-Type Methods: A Broader View Autor Izmailov, A. F., Solodov, M. V.

“… number of important algorithms for constrained optimization can be related to them by…”
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Continuation Method with the Trusty Time-stepping Scheme for Linearly Constrained Optimization with Noisy Data Autor Xin-long, Luo, Jia-hui, Lv, Sun, Geng

“… the horizontal flight. In order to solve this practical problem efficiently, this paper constructs a continuation method with the trusty time-stepping scheme for the linearly equality-constrained optimization problem at every sampling time…”
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Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Autor Sen, Na, Mahoney, Michael W

“…We consider online statistical inference of constrained stochastic nonlinear optimization problems…”
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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 Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems Autor Izmailov, A. F., Solodov, M. V.

“…We consider sequential quadratic programming (SQP) methods applied to optimization problems with nonlinear equality constraints and simple bounds…”
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A reduced SAND method for optimal design of non-linear structures Autor Orozco, Carlos E., Ghattas, Omar N.

“…An SQP‐based reduced Hessian method for simultaneous analysis and design (SAND) of non‐linearly behaving structures is presented and compared with conventional nested analysis and design…”
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A Globally Convergent Distributed Jacobi Scheme for Block-Structured Nonconvex Constrained Optimization Problems Autor Subramanyam, Anirudh, Kim, Youngdae, Schanen, Michel, Pacaud, François, Anitescu, Mihai

“…Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems…”
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Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints Autor Jian, Jin-bao, Quan, Ran, Zhang, Xue-lu

“…In this paper, the nonlinear minimax problems with inequality constraints are discussed, and a sequential quadratic programming (SQP…”
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Data-Driven Batch Localization and SLAM Using Koopman Linearization Autor Guo, Zi Cong, Dumbgen, Frederike, Forbes, James Richard, Barfoot, Timothy D.

“… The problem is efficiently solved using a sequential…”
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Feasible Direction Methods for Constrained Nonlinear Optimization Suggestions for Improvements Autor Mitradjieva–Daneva, Maria

“…–Wolfe method is popular for solving certain structured linearly constrained nonlinear problems, although its rate of convergence is often poor…”
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Autocalibration and the absolute quadric Autor Triggs, B.

“…The author describes a new method for camera autocalibration and scaled Euclidean structure and motion, from three or more views taken by a moving camera with…”
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Exploiting Problem Structure for Faster Optimization: A Trilinear Saddle Point Approach Autor Zhang, Zhe

“… By effectively leveraging problem structure, our approach significantly improves computation complexities for a few important problem classes in stochastic programming and non-linear programming…”
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Data-Driven Batch Localization and SLAM Using Koopman Linearization Autor Zi Cong Guo, Dümbgen, Frederike, bes, James R, Barfoot, Timothy D

“… The problem is efficiently solved using a sequential quadratic program (SQP), where the complexity of an SQP iteration…”
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Length-preserved natural boundary for intrinsic parameterization Autor Wang, C.C.L.

“… Computation of a length-preserved natural boundary is formulated as a constrained non-linear optimization problem, the procedure of solving which is in general very time-consuming. Here, we speed up the optimization by adopting the scheme of sequential linearly constrained programming. It is shown at the end of this paper that our length-preserved natural boundary could greatly improve the speed and quality of the original intrinsic parameterization…”
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On the Extensions of the Predictor-Corrector Proximal Multiplier (PCPM) Algorithm and their Applications Autor Chen, Run

“…Many real-world application problems can be modeled mathematically as constrained convex optimization problems…”
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Multi-constraint multi-variable optimization of source-driven nuclear systems Autor Watkins, Edward Francis

“… The novel approach involves the replacement of the steepest-descents optimization algorithm incorporated in the code SWAN by a significantly more general and efficient sequential quadratic…”
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