메뉴 건너뛰기




Volumn 26, Issue 1, 2003, Pages 35-61

Feasible interior methods using slacks for nonlinear optimization

Author keywords

Barrier method; Constrained optimization; Feasible method; Interior point method; Large scale optimization; Nonlinear programming; Primal dual method; Sequential quadratic programming; Trust region method

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTATIONAL METHODS; CONSTRAINT THEORY; ITERATIVE METHODS;

EID: 0141539364     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025136421370     Document Type: Article
Times cited : (19)

References (23)
  • 1
    • 0034554637 scopus 로고    scopus 로고
    • A feasible BFGS interior point algorithm for solving strongly convex minimization problems
    • P. Armand, J.-Ch. Gilbert, and S. Jan-Jégou, "A feasible BFGS interior point algorithm for solving strongly convex minimization problems," SIAM Journal on Optimization, vol. 11, pp. 199-222, 2000.
    • (2000) SIAM Journal on Optimization , vol.11 , pp. 199-222
    • Armand, P.1    Gilbert, J.-Ch.2    Jan-Jégou, S.3
  • 4
    • 0001130234 scopus 로고    scopus 로고
    • A trust region method based on interior point techniques for nonlinear programming
    • R.H. Byrd, J. Ch. Gilbert, and J. Nocedal, "A trust region method based on interior point techniques for nonlinear programming," Mathematical Programming, vol. 89, no. 1, pp. 149-185, 2000.
    • (2000) Mathematical Programming , vol.89 , Issue.1 , pp. 149-185
    • Byrd, R.H.1    Gilbert, J.Ch.2    Nocedal, J.3
  • 5
    • 0033471382 scopus 로고    scopus 로고
    • An interior point algorithm for large scale nonlinear programming
    • R.H. Byrd, M.E. Hribar, and J. Nocedal, "An interior point algorithm for large scale nonlinear programming," SIAM Journal on Optimization, vol. 9, no. 4 pp. 877-900, 1999.
    • (1999) SIAM Journal on Optimization , vol.9 , Issue.4 , pp. 877-900
    • Byrd, R.H.1    Hribar, M.E.2    Nocedal, J.3
  • 6
    • 0002336672 scopus 로고
    • A trust region strategy for nonlinear equality constrained optimization
    • P.T. Boggs, R.H. Byrd, and R.B. Schnabel (Eds.), pp. 71-82; SIAM: Philadelphia, USA
    • M.R. Celis, J.E. Dennis, and R.A. Tapia, "A trust region strategy for nonlinear equality constrained optimization," In Numerical Optimization 1984, P.T. Boggs, R.H. Byrd, and R.B. Schnabel (Eds.), pp. 71-82, pp. 71-82, SIAM: Philadelphia, USA, 1985.
    • (1985) Numerical Optimization 1984 , pp. 71-82
    • Celis, M.R.1    Dennis, J.E.2    Tapia, R.A.3
  • 7
    • 0000317378 scopus 로고    scopus 로고
    • A primal-dual trust-region algorithm for non-convex nonlinear programming
    • A.R. Conn, N.I.M. Gould, D. Orban, and Ph.L. Toint, "A primal-dual trust-region algorithm for non-convex nonlinear programming," Mathematical Programming, vol. 87, no. 2, pp. 215-249, 2000.
    • (2000) Mathematical Programming , vol.87 , Issue.2 , pp. 215-249
    • Conn, A.R.1    Gould, N.I.M.2    Orban, D.3    Toint, Ph.L.4
  • 9
    • 0002443848 scopus 로고    scopus 로고
    • A primal-dual algorithm for minimizing a nonconvex function subject to bound and linear equality constraints
    • G. Di Pillo and F. Giannessi (Eds.); Kluwer Academic Publishers: Dordrecht, the Netherlands
    • A.R. Conn, N.I.M. Gould, and Ph.L. Toint, "A primal-dual algorithm for minimizing a nonconvex function subject to bound and linear equality constraints," In Nonlinear Optimization and Related Topics, G. Di Pillo and F. Giannessi (Eds.), pp. 15-50, Kluwer Academic Publishers: Dordrecht, the Netherlands, 1999.
    • (1999) Nonlinear Optimization and Related Topics , pp. 15-50
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 10
    • 0030541525 scopus 로고    scopus 로고
    • On the formulation and theory of the Newton interior-point method for nonlinear programming
    • June
    • A.S. El-Bakry, R.A. Tapia, T. Tsuchiya, and Y. Zhang, "On the formulation and theory of the Newton interior-point method for nonlinear programming," Journal of Optimization Theory and Applications, vol. 89, no. 3, pp. 507-541, June 1996.
    • (1996) Journal of Optimization Theory and Applications , vol.89 , Issue.3 , pp. 507-541
    • El-Bakry, A.S.1    Tapia, R.A.2    Tsuchiya, T.3    Zhang, Y.4
  • 12
    • 0032358968 scopus 로고    scopus 로고
    • Primal-dual interior methods for nonconvex nonlinear programming
    • A. Forsgren and P.E. Gill, "Primal-dual interior methods for nonconvex nonlinear programming," SIAM Journal on Optimization, vol. 8, no. 4, pp. 1132-1152, 1998.
    • (1998) SIAM Journal on Optimization , vol.8 , Issue.4 , pp. 1132-1152
    • Forsgren, A.1    Gill, P.E.2
  • 13
    • 0002688960 scopus 로고    scopus 로고
    • A primal-dual interior method for non-convex nonlinear programming
    • Y. Yuan (Ed.); Kluwer Academic Publishers: Dordrecht, The Netherlands
    • D.M. Gay, M. L. Overton, and M. H. Wright, "A primal-dual interior method for non-convex nonlinear programming," In Advances in Nonlinear Programming, Y. Yuan (Ed.), pp. 31-56, Kluwer Academic Publishers: Dordrecht, The Netherlands, 1998.
    • (1998) Advances in Nonlinear Programming , pp. 31-56
    • Gay, D.M.1    Overton, M.L.2    Wright, M.H.3
  • 14
    • 0141552702 scopus 로고    scopus 로고
    • Harwell Subroutine Library, A Catalogue of Subroutines (HSL 2000), AEA Technology, Harwell: Oxfordshire, England
    • Harwell Subroutine Library, A Catalogue of Subroutines (HSL 2000), AEA Technology, Harwell: Oxfordshire, England, 2000.
    • (2000)
  • 15
    • 0030408634 scopus 로고    scopus 로고
    • Nonlinear equality constraints in feasible sequential quadratic programming
    • C.T. Lawrence and A.L. Tits, "Nonlinear equality constraints in feasible sequential quadratic programming," Optimization Methods and Software, vol. 6, no. 4, pp. 265-282, 1996.
    • (1996) Optimization Methods and Software , vol.6 , Issue.4 , pp. 265-282
    • Lawrence, C.T.1    Tits, A.L.2
  • 16
    • 0013301389 scopus 로고    scopus 로고
    • A computationally efficient feasible sequential quadratic programming algorithm
    • Technical report, Institute for Systems Research Technical Report TR 98-46, University of Maryland, College Park
    • C.T. Lawrence and A. L. Tits, "A computationally efficient feasible sequential quadratic programming algorithm," Technical report, Institute for Systems Research Technical Report TR 98-46, University of Maryland, College Park, 1998.
    • (1998)
    • Lawrence, C.T.1    Tits, A.L.2
  • 17
    • 0003746162 scopus 로고
    • Trust region algorithms for optimization with nonlinear equality and inequality constraints
    • PhD thesis, University of Colorado, Boulder, Colorado, USA
    • E.O. Omojokun, "Trust region algorithms for optimization with nonlinear equality and inequality constraints," PhD thesis, University of Colorado, Boulder, Colorado, USA, 1989.
    • (1989)
    • Omojokun, E.O.1
  • 18
    • 0002626123 scopus 로고
    • A hybrid method for nonlinear equations
    • P. Rabinowitz (Ed.); Gordon and Breach: London
    • M.J.D. Powell, "A hybrid method for nonlinear equations," In Numerical Methods for Nonlinear Algebraic Equations, P. Rabinowitz (Ed.), pp. 87-114, Gordon and Breach: London, 1970.
    • (1970) Numerical Methods for Nonlinear Algebraic Equations , pp. 87-114
    • Powell, M.J.D.1
  • 19
    • 0025540157 scopus 로고
    • A trust region algorithm for equality constrained optimization
    • M.J.D. Powell and Y. Yuan, "A trust region algorithm for equality constrained optimization," Mathematical Programming, vol. 49, no. 2, pp. 189-213, 1990.
    • (1990) Mathematical Programming , vol.49 , Issue.2 , pp. 189-213
    • Powell, M.J.D.1    Yuan, Y.2
  • 21
    • 0022076594 scopus 로고
    • A trust region algorithm for equality constrained minimization: Convergence properties and implementation
    • A. Vardi, "A trust region algorithm for equality constrained minimization: Convergence properties and implementation," SIAM Journal on Numerical Analysis, vol. 22, no. 3, pp. 575-591, 1985.
    • (1985) SIAM Journal on Numerical Analysis , vol.22 , Issue.3 , pp. 575-591
    • Vardi, A.1
  • 22
    • 0000273506 scopus 로고    scopus 로고
    • Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization
    • H. Yamashita and H. Yabe, "Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization," Mathematical Programming, Series A, vol. 75, no. 3, pp. 377-397, 1996.
    • (1996) Mathematical Programming, Series A , vol.75 , Issue.3 , pp. 377-397
    • Yamashita, H.1    Yabe, H.2
  • 23
    • 0141776049 scopus 로고    scopus 로고
    • A globally and superlinearly convergent primal-dual point trust region method for large scale constrained optimization
    • Technical report, Mathematical Systems, Inc., Sinjuku-ku, Tokyo, Japan
    • H. Yamashita, H. Yabe, and T. Tanabe, "A globally and superlinearly convergent primal-dual point trust region method for large scale constrained optimization," Technical report, Mathematical Systems, Inc., Sinjuku-ku, Tokyo, Japan, 1997.
    • (1997)
    • Yamashita, H.1    Yabe, H.2    Tanabe, T.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.