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An inexact restoration strategy for the globalization of the sSQP method

Fernández, D.; Pilotta, E.; Torres, G. - In: Computational Optimization and Applications 54 (2013) 3, pp. 595-617

A globally convergent algorithm based on the stabilized sequential quadratic programming (sSQP) method is presented in order to solve optimization problems with equality constraints and bounds. This formulation has attractive features in the sense that constraint qualifications are not needed at...

Persistent link: https://www.econbiz.de/10010998293

Interior-point methods for nonconvex nonlinear programming: cubic regularization

Benson, Hande; Shanno, David - In: Computational Optimization and Applications 58 (2014) 2, pp. 323-346

In this paper, we present a primal-dual interior-point method for solving nonlinear programming problems. It employs a Levenberg-Marquardt (LM) perturbation to the Karush-Kuhn-Tucker (KKT) matrix to handle indefinite Hessians and a line search to obtain sufficient descent at each iteration. We...

Persistent link: https://www.econbiz.de/10010998320

On an enumerative algorithm for solving eigenvalue complementarity problems

Fernandes, Luís; Júdice, Joaquim; Sherali, Hanif; … - In: Computational Optimization and Applications 59 (2014) 1, pp. 113-134

In this paper, we discuss the solution of linear and quadratic eigenvalue complementarity problems (EiCPs) using an enumerative algorithm of the type introduced by Júdice et al. (Optim. Methods Softw. 24:549–586, <CitationRef CitationID="CR1">2009</CitationRef>). Procedures for computing the interval that contains all the eigenvalues...</citationref>

Persistent link: https://www.econbiz.de/10010998335

Local path-following property of inexact interior methods in nonlinear programming

Armand, Paul; Benoist, Joël; Dussault, Jean-Pierre - In: Computational Optimization and Applications 52 (2012) 1, pp. 209-238

Persistent link: https://www.econbiz.de/10010998355

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

Birgin, Ernesto; Martínez, J. - In: Computational Optimization and Applications 51 (2012) 3, pp. 941-965

Persistent link: https://www.econbiz.de/10010998397

A primal-dual augmented Lagrangian

Gill, Philip; Robinson, Daniel - In: Computational Optimization and Applications 51 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010539370

On optimal zero-preserving corrections for inconsistent linear systems

Amaral, Paula; Fernandes, Luís; Júdice, Joaquim; … - In: Computational Optimization and Applications 45 (2009) 4, pp. 645-666

Persistent link: https://www.econbiz.de/10008467076

A new line search inexact restoration approach for nonlinear programming

Fischer, Andreas; Friedlander, Ana - In: Computational Optimization and Applications 46 (2010) 2, pp. 333-346

Persistent link: https://www.econbiz.de/10008533940

Proximal methods for nonlinear programming: double regularization and inexact subproblems

Eckstein, Jonathan; Silva, Paulo - In: Computational Optimization and Applications 46 (2010) 2, pp. 279-304

Persistent link: https://www.econbiz.de/10008533941

Addressing the greediness phenomenon in Nonlinear Programming by means of Proximal Augmented Lagrangians

Castelani, Emerson; Martinez, André; Martínez, J.; … - In: Computational Optimization and Applications 46 (2010) 2, pp. 229-245

Persistent link: https://www.econbiz.de/10008533943