Search Results - locally convergent nonlinear programming algorithms

Refine Results
  1. 1

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

    ISSN: 1099-1506
    Published: Oxford Wiley Subscription Services, Inc 01.05.2020
    Published 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. 2

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

    ISSN: 1432-2994, 1432-5217
    Published: 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…”
    Get full text
    Journal Article
  3. 3

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

    ISSN: 0096-3003, 1873-5649
    Published: New York, NY Elsevier Inc 15.05.2007
    Published 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. 4

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

    ISSN: 0377-0427, 1879-1778
    Published: Kidlington Elsevier B.V 15.10.2009
    “…], the authors proposed a derivative-free descent algorithm for nonlinear complementarity problems (NCPs…”
    Get full text
    Journal Article
  5. 5

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

    ISSN: 0022-3239, 1573-2878
    Published: New York, NY Springer 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. 6

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

    ISSN: 1052-6234, 1095-7189
    Published: Philadelphia Society for Industrial and Applied Mathematics 2002
    Published 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. 7

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

    ISSN: 0233-1934, 1029-4945
    Published: Philadelphia Taylor & Francis 03.04.2019
    Published 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. 8

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

    ISSN: 0022-3239, 1573-2878
    Published: New York Springer US 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. 9

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

    ISSN: 1094-6977
    Published: IEEE 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. 10

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

    ISSN: 1742-6588, 1742-6596
    Published: Bristol IOP Publishing 01.06.2021
    Published 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. 11

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

    ISSN: 0025-5610, 1436-4646
    Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2013
    Published 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. 12

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

    ISSN: 1674-7283, 1869-1862
    Published: Beijing Science China Press 01.11.2022
    Published 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. 13

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

    ISSN: 2168-2216, 2168-2232
    Published: 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…”
    Get full text
    Journal Article
  14. 14

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

    ISSN: 1052-6234, 1095-7189
    Published: Philadelphia Society for Industrial and Applied Mathematics 01.04.2011
    Published 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. 15

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

    Published: 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…”
    Get full text
    Conference Proceeding
  16. 16

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

    ISSN: 0926-6003, 1573-2894
    Published: New York Springer US 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. 17

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

    ISSN: 0233-1934, 1029-4945
    Published: Philadelphia Taylor & Francis 03.06.2014
    Published 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. 18

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

    ISSN: 0926-6003, 1573-2894
    Published: Boston Springer US 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. 19

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

    ISSN: 1064-8275, 1095-7197
    Published: Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
    Published 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. 20

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

    ISSN: 1598-5865, 1865-2085
    Published: Dordrecht Springer Nature B.V 01.10.2006
    Published 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