Search Results - locally convergent nonlinear programming algorithms
-
1
A locally and cubically convergent algorithm for computing ð'µ‐eigenpairs of symmetric tensors
ISSN: 1099-1506Published: Oxford Wiley Subscription Services, Inc 01.05.2020Published 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…”
Get full text
Journal Article -
2
A semismooth Newton method for nonlinear symmetric cone programming
ISSN: 1432-2994, 1432-5217Published: Berlin/Heidelberg Springer-Verlag 01.10.2012Published in 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…”
Get full text
Journal Article -
3
A nonlinear Lagrangian based on Fischer-Burmeister NCP function
ISSN: 0096-3003, 1873-5649Published: New York, NY Elsevier Inc 15.05.2007Published 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…”
Get full text
Journal Article -
4
An R -linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer–Burmeister merit function
ISSN: 0377-0427, 1879-1778Published: Kidlington Elsevier B.V 15.10.2009Published in Journal of computational and applied mathematics (15.10.2009)“…], the authors proposed a derivative-free descent algorithm for nonlinear complementarity problems (NCPs…”
Get full text
Journal Article -
5
Properties of the Augmented Lagrangian in Nonlinear Semidefinite Optimization
ISSN: 0022-3239, 1573-2878Published: New York, NY Springer 01.06.2006Published 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…”
Get full text
Journal Article -
6
A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
ISSN: 1052-6234, 1095-7189Published: Philadelphia Society for Industrial and Applied Mathematics 2002Published in SIAM journal on optimization (2002)“… We compare this algorithm with sequential quadratic programming algorithms on several degenerate nonlinear programs…”
Get full text
Journal Article -
7
An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
ISSN: 0233-1934, 1029-4945Published: Philadelphia Taylor & Francis 03.04.2019Published 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…”
Get full text
Journal Article -
8
Convergence Analysis of Difference-of-Convex Algorithm with Subanalytic Data
ISSN: 0022-3239, 1573-2878Published: New York Springer US 01.10.2018Published 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…”
Get full text
Journal Article -
9
Adaptive dynamic programming
ISSN: 1094-6977Published: IEEE 01.05.2002Published in 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…”
Get full text
Journal Article -
10
Research on The Optimal Solution of Lagrangian Multiplier Function Method in Nonlinear Programming
ISSN: 1742-6588, 1742-6596Published: Bristol IOP Publishing 01.06.2021Published 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…”
Get full text
Journal Article -
11
Nonlinear robust optimization via sequential convex bilevel programming
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2013Published 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…”
Get full text
Journal Article -
12
Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
ISSN: 1674-7283, 1869-1862Published: Beijing Science China Press 01.11.2022Published 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…”
Get full text
Journal Article -
13
Invariant Adaptive Dynamic Programming for Discrete-Time Optimal Control
ISSN: 2168-2216, 2168-2232Published: New York IEEE 01.11.2020Published in 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…”
Get full text
Journal Article -
14
A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization
ISSN: 1052-6234, 1095-7189Published: Philadelphia Society for Industrial and Applied Mathematics 01.04.2011Published 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…”
Get full text
Journal Article -
15
A quadratically convergent primal decomposition algorithm with soft coupling for nonlinear parameter estimation
Published: IEEE 01.12.2016Published in 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…”
Get full text
Conference Proceeding -
16
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity
ISSN: 0926-6003, 1573-2894Published: New York Springer US 01.11.2023Published 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…”
Get full text
Journal Article -
17
Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
ISSN: 0233-1934, 1029-4945Published: Philadelphia Taylor & Francis 03.06.2014Published 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…”
Get full text
Journal Article -
18
A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
ISSN: 0926-6003, 1573-2894Published: Boston Springer US 01.03.2010Published 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…”
Get full text
Journal Article -
19
Inexact Interior-Point Method for PDE-Constrained Nonlinear Optimization
ISSN: 1064-8275, 1095-7197Published: Philadelphia Society for Industrial and Applied Mathematics 01.01.2014Published 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…”
Get full text
Journal Article -
20
A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations
ISSN: 1598-5865, 1865-2085Published: Dordrecht Springer Nature B.V 01.10.2006Published 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…”
Get full text
Journal Article