메뉴 건너뛰기




Volumn 14, Issue , 2005, Pages 299-361

Numerical methods for large-scale nonlinear optimization

Author keywords

[No Author keywords available]

Indexed keywords


EID: 19844363263     PISSN: 09624929     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0962492904000248     Document Type: Review
Times cited : (105)

References (257)
  • 2
    • 0001614864 scopus 로고    scopus 로고
    • The MOSEK interior point optimizer for linear programming: An implementation of the homogeneous algorithm
    • (T. T. H. Frenk, K. Roos and S. Zhang, eds), Kluwer
    • E. D. Andersen and K. D. Andersen (2000), The MOSEK interior point optimizer for linear programming: An implementation of the homogeneous algorithm, in High Performance Optimization (T. T. H. Frenk, K. Roos and S. Zhang, eds), Kluwer, pp. 197-232.
    • (2000) High Performance Optimization , pp. 197-232
    • Andersen, E.D.1    Andersen, K.D.2
  • 3
    • 0032119468 scopus 로고    scopus 로고
    • A computational study of the homogeneous algorithm for large-scale convex optimization
    • E. D. Andersen and Y. Ye (1998), 'A computational study of the homogeneous algorithm for large-scale convex optimization', Comput. Optim. Appl. 10, 243-269.
    • (1998) Comput. Optim. Appl. , vol.10 , pp. 243-269
    • Andersen, E.D.1    Ye, Y.2
  • 4
    • 0001577766 scopus 로고    scopus 로고
    • On a homogeneous algorithm for the monotone complementarity problem
    • E. D. Andersen and Y. Ye (1999), 'On a homogeneous algorithm for the monotone complementarity problem', Math. Program. 84(2), 375-399.
    • (1999) Math. Program. , vol.84 , Issue.2 , pp. 375-399
    • Andersen, E.D.1    Ye, Y.2
  • 6
    • 0003709161 scopus 로고    scopus 로고
    • Trust-region proper orthogonal decomposition for flow control
    • Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, Hampton, VA, USA
    • E. Arian, M. Fahl and E. W. Sachs (2000), Trust-region proper orthogonal decomposition for flow control, Technical Report 2000-25, Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, Hampton, VA, USA.
    • (2000) Technical Report , vol.2000 , Issue.25
    • Arian, E.1    Fahl, M.2    Sachs, E.W.3
  • 7
    • 0030541525 scopus 로고    scopus 로고
    • On the formulation and theory of Newton interior point methods for nonlinear programming
    • A. S. El Bakry, R. A. Tapia, T. Tsuchiya and Y. Zhang (1996), 'On the formulation and theory of Newton interior point methods for nonlinear programming', J. Optim. Theory Appl. 89(3), 507-541.
    • (1996) J. Optim. Theory Appl. , vol.89 , Issue.3 , pp. 507-541
    • El Bakry, A.S.1    Tapia, R.A.2    Tsuchiya, T.3    Zhang, Y.4
  • 9
    • 13844317705 scopus 로고    scopus 로고
    • Interior-point algorithms, penalty methods and equilibrium problems
    • Operations Research and Financial Engineering, Princeton University
    • H. Y. Benson, A. Sen, D. F. Shanno and R. J. Vanderbei (2003), Interior-point algorithms, penalty methods and equilibrium problems, Technical Report ORFE-03-02, Operations Research and Financial Engineering, Princeton University.
    • (2003) Technical Report , vol.ORFE-03-02
    • Benson, H.Y.1    Sen, A.2    Shanno, D.F.3    Vanderbei, R.J.4
  • 10
    • 0036854804 scopus 로고    scopus 로고
    • Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
    • H. Y. Benson, R. J. Vanderbei and D. F. Shanno (2002), 'Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions', Comput. Optim. Appl. 23, 257-272.
    • (2002) Comput. Optim. Appl. , vol.23 , pp. 257-272
    • Benson, H.Y.1    Vanderbei, R.J.2    Shanno, D.F.3
  • 12
    • 0016948909 scopus 로고
    • On the Goldstein-Levitin-Poljak gradient projection method
    • D. P. Bertsekas (1976), 'On the Goldstein-Levitin-Poljak gradient projection method', IEEE Trans. Automat. Control AC-21, 174-184.
    • (1976) IEEE Trans. Automat. Control , vol.AC-21 , pp. 174-184
    • Bertsekas, D.P.1
  • 14
    • 1542283034 scopus 로고    scopus 로고
    • Optimal low thrust trajectory to the moon
    • J. T. Betts and S. O. Erb (2003), 'Optimal low thrust trajectory to the moon', SIAM J. Appl. Dyn. Syst. 2(2), 144-170.
    • (2003) SIAM J. Appl. Dyn. Syst. , vol.2 , Issue.2 , pp. 144-170
    • Betts, J.T.1    Erb, S.O.2
  • 15
    • 0028497415 scopus 로고
    • A sparse nonlinear optimization algorithm
    • J. T. Betts and P. D. Frank (1994), 'A sparse nonlinear optimization algorithm', J. Optim. Theory Appl. 82(3), 519-541.
    • (1994) J. Optim. Theory Appl. , vol.82 , Issue.3 , pp. 519-541
    • Betts, J.T.1    Frank, P.D.2
  • 17
    • 0347648566 scopus 로고    scopus 로고
    • A Lagrange-Newton-Krylov-Schur method for PDE-constrained optimization
    • G. Biros and O. Ghattas (2000), 'A Lagrange-Newton-Krylov-Schur method for PDE-constrained optimization', SIAG/OPT Views-and-News 11(2), 12-18.
    • (2000) SIAG/OPT Views-and-News , vol.11 , Issue.2 , pp. 12-18
    • Biros, G.1    Ghattas, O.2
  • 19
    • 44649149897 scopus 로고
    • Sequential quadratic programming
    • Cambridge University Press
    • P. T. Boggs and J. W. Tolle (1995), Sequential quadratic programming, in Acta Numerica, Vol. 4, Cambridge University Press, pp. 1-51.
    • (1995) Acta Numerica , vol.4 , pp. 1-51
    • Boggs, P.T.1    Tolle, J.W.2
  • 20
    • 0034538592 scopus 로고    scopus 로고
    • Sequential quadratic programming for large-scale nonlinear optimization
    • P. T. Boggs and J. W. Tolle (2000), 'Sequential quadratic programming for large-scale nonlinear optimization', Comput. Appl. Math. 124, 123-137.
    • (2000) Comput. Appl. Math. , vol.124 , pp. 123-137
    • Boggs, P.T.1    Tolle, J.W.2
  • 21
    • 21344465712 scopus 로고    scopus 로고
    • An interior point method for general large scale quadratic programming problems
    • P. T. Boggs, P. D. Domich, J. E. Rogers and C. Witzgall (1996), 'An interior point method for general large scale quadratic programming problems', Ann. Oper. Res. 62, 419-437.
    • (1996) Ann. Oper. Res. , vol.62 , pp. 419-437
    • Boggs, P.T.1    Domich, P.D.2    Rogers, J.E.3    Witzgall, C.4
  • 22
    • 0033412823 scopus 로고    scopus 로고
    • A global convergence analysis of an algorithm for large scale nonlinear programming problems
    • P. T. Boggs, A. J. Kearsley and J. W. Tolle (1999a), 'A global convergence analysis of an algorithm for large scale nonlinear programming problems', SIAM J. Optim. 9(4), 833-862.
    • (1999) SIAM J. Optim. , vol.9 , Issue.4 , pp. 833-862
    • Boggs, P.T.1    Kearsley, A.J.2    Tolle, J.W.3
  • 23
    • 0033417486 scopus 로고    scopus 로고
    • A practical algorithm for general large scale nonlinear optimization problems
    • P. T. Boggs, A. J. Kearsley and J. W. Tolle (1999b), 'A practical algorithm for general large scale nonlinear optimization problems', SIAM J. Optim. 9(3), 755-778.
    • (1999) SIAM J. Optim. , vol.9 , Issue.3 , pp. 755-778
    • Boggs, P.T.1    Kearsley, A.J.2    Tolle, J.W.3
  • 25
    • 0020305083 scopus 로고
    • Necessary and sufficient conditions for quadratic minimality
    • J. M. Borwein (1982), 'Necessary and sufficient conditions for quadratic minimality', Numer. Funct. Anal. Optim. 5, 127-140.
    • (1982) Numer. Funct. Anal. Optim. , vol.5 , pp. 127-140
    • Borwein, J.M.1
  • 27
    • 0033296256 scopus 로고    scopus 로고
    • A subspace, interior and conjugate gradient method for large-scale bound-constrained minimization problems
    • M. A. Branch, T. F. Coleman and Y. Li (1999), 'A subspace, interior and conjugate gradient method for large-scale bound-constrained minimization problems', SIAM J. Sci. Comput. 21(1), 1-23.
    • (1999) SIAM J. Sci. Comput. , vol.21 , Issue.1 , pp. 1-23
    • Branch, M.A.1    Coleman, T.F.2    Li, Y.3
  • 28
    • 84966233568 scopus 로고
    • Multi-level adaptative solutions to boundary value problems
    • A. Brandt (1977), 'Multi-level adaptative solutions to boundary value problems', Math. Comp. 31(138), 333-390.
    • (1977) Math. Comp. , vol.31 , Issue.138 , pp. 333-390
    • Brandt, A.1
  • 31
    • 0000880309 scopus 로고
    • On the identification of active constraints
    • J. V. Burke and J. J. More (1988), 'On the identification of active constraints', SIAM J. Numer. Anal. 25(5), 1197-1211.
    • (1988) SIAM J. Numer. Anal. , vol.25 , Issue.5 , pp. 1197-1211
    • Burke, J.V.1    More, J.J.2
  • 32
    • 0001356620 scopus 로고
    • Exposing constraints
    • J. V. Burke and J. J. More (1994), 'Exposing constraints', SIAM J. Optim. 4(3), 573-595.
    • (1994) SIAM J. Optim. , vol.4 , Issue.3 , pp. 573-595
    • Burke, J.V.1    More, J.J.2
  • 33
    • 84901264828 scopus 로고    scopus 로고
    • Notes on limited memory BFGS updating in a trust-region framework
    • Department of Mathematics, University of Washington, Seattle, Washington, USA
    • J. V. Burke and A. Weigmann (1997), Notes on limited memory BFGS updating in a trust-region framework, Technical report, Department of Mathematics, University of Washington, Seattle, Washington, USA.
    • (1997) Technical Report
    • Burke, J.V.1    Weigmann, A.2
  • 34
    • 33747796524 scopus 로고
    • Convergence properties of trust region methods for linear and convex constraints
    • J. V. Burke, J. J. Moré and G. Toraldo (1990), 'Convergence properties of trust region methods for linear and convex constraints', Math. Program. 47(3), 305-336.
    • (1990) Math. Program. , vol.47 , Issue.3 , pp. 305-336
    • Burke, J.V.1    Moré, J.J.2    Toraldo, G.3
  • 35
    • 0001130234 scopus 로고    scopus 로고
    • A trust region method based on interior point techniques for nonlinear programming', Math
    • R. H. Byrd, J.-Ch. Gilbert and J. Nocedal (2000), 'A trust region method based on interior point techniques for nonlinear programming', Math. Program., Ser. A 89(1), 149-185.
    • (2000) Program., Ser. A , vol.89 , Issue.1 , pp. 149-185
    • Byrd, R.H.1    Gilbert, J.-Ch.2    Nocedal, J.3
  • 36
    • 19844377201 scopus 로고    scopus 로고
    • An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
    • R. H. Byrd, N. I. M. Gould, J. Nocedal and R. A. Waltz (2004a), 'An algorithm for nonlinear optimization using linear programming and equality constrained subproblems', Math. Program., Ser. B 100(1), 27-48.
    • (2004) Math. Program., Ser. B , vol.100 , Issue.1 , pp. 27-48
    • Byrd, R.H.1    Gould, N.I.M.2    Nocedal, J.3    Waltz, R.A.4
  • 37
    • 19844364782 scopus 로고    scopus 로고
    • On the convergence of successive linear-quadratic programming algorithms
    • Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK
    • R. H. Byrd, N. I. M. Gould, J. Nocedal and R. A. Waltz (2004b), On the convergence of successive linear-quadratic programming algorithms, Technical Report RAL-TR-2004-032, Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK.
    • (2004) Technical Report , vol.RAL-TR-2004-032
    • Byrd, R.H.1    Gould, N.I.M.2    Nocedal, J.3    Waltz, R.A.4
  • 38
    • 0033471382 scopus 로고    scopus 로고
    • An interior point method for large scale nonlinear programming
    • R. H. Byrd, M. E. Hribar and J. Nocedal (1999), 'An interior point method for large scale nonlinear programming', SIAM J. Optim. 9(4), 877-900.
    • (1999) SIAM J. Optim. , vol.9 , Issue.4 , pp. 877-900
    • Byrd, R.H.1    Hribar, M.E.2    Nocedal, J.3
  • 39
    • 0000732463 scopus 로고
    • A limited memory algorithm for bound constrained optimization
    • R. H. Byrd, P. Lu, J. Nocedal and C. Zhu (1995), 'A limited memory algorithm for bound constrained optimization', SIAM J. Sci. Comput. 16(5), 1190-1208.
    • (1995) SIAM J. Sci. Comput. , vol.16 , Issue.5 , pp. 1190-1208
    • Byrd, R.H.1    Lu, P.2    Nocedal, J.3    Zhu, C.4
  • 40
    • 0028319529 scopus 로고
    • Representations of quasi-Newton matrices and their use in limited memory methods
    • R. H. Byrd, J. Nocedal and R. B. Schnabel (1994), 'Representations of quasi-Newton matrices and their use in limited memory methods', Math. Program. 63(2), 129-156.
    • (1994) Math. Program. , vol.63 , Issue.2 , pp. 129-156
    • Byrd, R.H.1    Nocedal, J.2    Schnabel, R.B.3
  • 41
    • 0141539364 scopus 로고    scopus 로고
    • Feasible interior methods using slacks for nonlinear optimization
    • R. H. Byrd, J. Nocedal and R. A. Waltz (2003), 'Feasible interior methods using slacks for nonlinear optimization', Comput. Optim. Appl. 26, 35-61.
    • (2003) Comput. Optim. Appl. , vol.26 , pp. 35-61
    • Byrd, R.H.1    Nocedal, J.2    Waltz, R.A.3
  • 42
    • 0023416451 scopus 로고
    • Projected gradient methods for linearly constrained problems
    • P. H. Calamai and J. J. More (1987), 'Projected gradient methods for linearly constrained problems', Math. Program. 39(1), 93-116.
    • (1987) Math. Program. , vol.39 , Issue.1 , pp. 93-116
    • Calamai, P.H.1    More, J.J.2
  • 43
    • 0001499369 scopus 로고
    • Definiteness and semidefiniteness of quadratic forms revisited
    • Y. Chabrillac and J.-P. Crouzeix (1984), 'Definiteness and semidefiniteness of quadratic forms revisited', Linear Algebra Appl. 63, 283-292.
    • (1984) Linear Algebra Appl. , vol.63 , pp. 283-292
    • Chabrillac, Y.1    Crouzeix, J.-P.2
  • 44
    • 14944352190 scopus 로고    scopus 로고
    • On the global convergence of an SLP-filter algorithm that takes EQP steps
    • C. M. Chin and R. Fletcher (2003), 'On the global convergence of an SLP-filter algorithm that takes EQP steps', Math. Program. 96(1), 161-177.
    • (2003) Math. Program. , vol.96 , Issue.1 , pp. 161-177
    • Chin, C.M.1    Fletcher, R.2
  • 45
    • 0001934505 scopus 로고
    • Linearly constrained optimization and projected preconditioned conjugate gradients
    • (J. Lewis, ed.), SIAM, Philadelphia, USA
    • T. F. Coleman (1994), Linearly constrained optimization and projected preconditioned conjugate gradients, in Proc. Fifth SIAM Conference on Applied Linear Algebra (J. Lewis, ed.), SIAM, Philadelphia, USA, pp. 118-122.
    • (1994) Proc. Fifth SIAM Conference on Applied Linear Algebra , pp. 118-122
    • Coleman, T.F.1
  • 46
    • 34250234854 scopus 로고
    • Nonlinear programming via an exact penalty function method: Asymptotic analysis
    • T. F. Coleman and A. R. Conn (1982), 'Nonlinear programming via an exact penalty function method: Asymptotic analysis', Math. Program. 24(3), 123-136.
    • (1982) Math. Program. , vol.24 , Issue.3 , pp. 123-136
    • Coleman, T.F.1    Conn, A.R.2
  • 47
    • 0024888006 scopus 로고
    • A direct active set algorithm for large sparse quadratic programs with simple bounds
    • T. F. Coleman and L. A. Hulbert (1989), 'A direct active set algorithm for large sparse quadratic programs with simple bounds', Math. Program., Ser. B 45(3), 373-406.
    • (1989) Math. Program., Ser. B , vol.45 , Issue.3 , pp. 373-406
    • Coleman, T.F.1    Hulbert, L.A.2
  • 49
    • 34249771074 scopus 로고
    • On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
    • T. F. Coleman and Y. Li (1994), 'On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds', Math. Program. 67(2), 189-224.
    • (1994) Math. Program. , vol.67 , Issue.2 , pp. 189-224
    • Coleman, T.F.1    Li, Y.2
  • 50
    • 0030303844 scopus 로고    scopus 로고
    • An interior trust region approach for nonlinear minimization subject to bounds
    • T. F. Coleman and Y. Li (1996), 'An interior trust region approach for nonlinear minimization subject to bounds', SIAM J. Optim. 6(2), 418-445.
    • (1996) SIAM J. Optim. , vol.6 , Issue.2 , pp. 418-445
    • Coleman, T.F.1    Li, Y.2
  • 51
    • 0005382506 scopus 로고    scopus 로고
    • A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints
    • T. F. Coleman and Y. Li (2000), 'A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints', Math. Program., Ser. A 88, 1-31.
    • (2000) Math. Program., Ser. A , vol.88 , pp. 1-31
    • Coleman, T.F.1    Li, Y.2
  • 52
    • 19844376016 scopus 로고    scopus 로고
    • Optimizing partially separable functions without derivatives
    • Department of Mathematics, University of Namur, Namur, Belgium
    • B. Colson and Ph. L. Toint (2003), Optimizing partially separable functions without derivatives, Technical Report 03/20, Department of Mathematics, University of Namur, Namur, Belgium.
    • (2003) Technical Report , vol.3 , Issue.20
    • Colson, B.1    Toint, Ph.L.2
  • 53
    • 0002467356 scopus 로고
    • Global convergence of a class of trust region algorithms for optimization with simple bounds
    • See also same journal 26 (1989), 764-767
    • A. R. Conn, N. I. M. Gould and Ph. L. Toint (1988a), 'Global convergence of a class of trust region algorithms for optimization with simple bounds', SIAM J. Numer. Anal 25(2), 433-460. See also same journal 26 (1989), 764-767.
    • (1988) SIAM J. Numer. Anal , vol.25 , Issue.2 , pp. 433-460
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 54
    • 84966215545 scopus 로고
    • Testing a class of methods for solving minimization problems with simple bounds on the variables
    • A. R. Conn, N. I. M. Gould and Ph. L. Toint (1988b), 'Testing a class of methods for solving minimization problems with simple bounds on the variables', Math. Comp. 50, 399-430.
    • (1988) Math. Comp. , vol.50 , pp. 399-430
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 55
    • 0039551261 scopus 로고
    • An introduction to the structure of large scale nonlinear optimization problems and the LANCELOT project
    • (R. Glowinski and A. Lichnewsky, eds), SIAM, Philadelphia, USA
    • A. R. Conn, N. I. M. Gould and Ph. L. Toint (1990), An introduction to the structure of large scale nonlinear optimization problems and the LANCELOT project, in Computing Methods in Applied Sciences and Engineering (R. Glowinski and A. Lichnewsky, eds), SIAM, Philadelphia, USA, pp. 42-51.
    • (1990) Computing Methods in Applied Sciences and Engineering , pp. 42-51
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 57
    • 3943059723 scopus 로고
    • Large-scale nonlinear constrained optimization: A current survey
    • Algorithms for Continuous Optimization: The State of the Art (E. Spedicato, ed.), Kluwer, Dordrecht, Netherlands
    • A. R. Conn, N. I. M. Gould and Ph. L. Toint (1994), Large-scale nonlinear constrained optimization: a current survey, in Algorithms for Continuous Optimization: The State of the Art (E. Spedicato, ed.), Vol. 434 of NATO ASI Series C: Mathematical and Physical Sciences, Kluwer, Dordrecht, Netherlands, pp. 287-332.
    • (1994) NATO ASI Series C: Mathematical and Physical Sciences , vol.434 , pp. 287-332
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 58
    • 0011024137 scopus 로고    scopus 로고
    • Numerical experiments with the LANCELOT package (Release A) for large-scale nonlinear optimization
    • A. R. Conn, N. I. M. Gould and Ph. L. Toint (1996), 'Numerical experiments with the LANCELOT package (Release A) for large-scale nonlinear optimization', Math. Program., Ser. A 73(1), 73-110.
    • (1996) Math. Program., Ser. A , vol.73 , Issue.1 , pp. 73-110
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 61
    • 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 (2000b), 'A primal-dual trust-region algorithm for non-convex nonlinear programming', Math. Program., Ser. B 87(2), 215-249.
    • (2000) Math. Program., Ser. B , vol.87 , Issue.2 , pp. 215-249
    • Conn, A.R.1    Gould, N.I.M.2    Orban, D.3    Toint, Ph.L.4
  • 62
    • 0001229486 scopus 로고
    • Une caractérisation complète des minima locaux en programmation quadratique
    • B. L. Contesse (1980), 'Une caractérisation complète des minima locaux en programmation quadratique', Numer. Math. 34(3), 315-332.
    • (1980) Numer. Math. , vol.34 , Issue.3 , pp. 315-332
    • Contesse, B.L.1
  • 65
    • 0033266804 scopus 로고    scopus 로고
    • A nonlinear conjugate gradient method with a strong global convergence property
    • Y. H. Dai and Y. Yuan (2000), 'A nonlinear conjugate gradient method with a strong global convergence property', SIAM J. Optim. 10(1), 177-182.
    • (2000) SIAM J. Optim. , vol.10 , Issue.1 , pp. 177-182
    • Dai, Y.H.1    Yuan, Y.2
  • 66
    • 0020763823 scopus 로고
    • Truncated-Newton algorithms for large-scale unconstrained optimization
    • R. S. Dembo and T. Steihaug (1983), 'Truncated-Newton algorithms for large-scale unconstrained optimization', Math. Program. 26(2), 190-212.
    • (1983) Math. Program. , vol.26 , Issue.2 , pp. 190-212
    • Dembo, R.S.1    Steihaug, T.2
  • 68
    • 19844373094 scopus 로고    scopus 로고
    • An interior-point method for MPECs based on strictly feasible relaxations
    • Argonne National Laboratory, IL, USA
    • A.-V. DeMiguel, M. P. Friedlander, F. J. Nogales and S. Scholtes (2004), An interior-point method for MPECs based on strictly feasible relaxations, Technical Report ANL/MCS-P1150-0404, Argonne National Laboratory, IL, USA.
    • (2004) Technical Report , vol.ANL-MCS-P1150-0404
    • Demiguel, A.-V.1    Friedlander, M.P.2    Nogales, F.J.3    Scholtes, S.4
  • 69
    • 0027544412 scopus 로고
    • Nonmonotonic trust region algorithms
    • N. Deng, Y. Xiao and F. Zhou (1993), 'Nonmonotonic trust region algorithms', J. Optim. Theory Appl. 76(2), 259-285.
    • (1993) J. Optim. Theory Appl. , vol.76 , Issue.2 , pp. 259-285
    • Deng, N.1    Xiao, Y.2    Zhou, F.3
  • 71
    • 0005658675 scopus 로고    scopus 로고
    • Reprinted as, SIAM, Philadelphia, USA
    • Reprinted as Vol. 16 of Classics in Applied Mathematics, SIAM, Philadelphia, USA.
    • Classics in Applied Mathematics , vol.16
  • 72
    • 0019610360 scopus 로고
    • An adaptive nonlinear least squares algorithm
    • J. E. Dennis, D. M. Gay and R. E. Welsh (1981), 'An adaptive nonlinear least squares algorithm', ACM Trans. Math. Software 7(3), 348-368.
    • (1981) ACM Trans. Math. Software , vol.7 , Issue.3 , pp. 348-368
    • Dennis, J.E.1    Gay, D.M.2    Welsh, R.E.3
  • 76
    • 3042682988 scopus 로고    scopus 로고
    • The NEOS server 4.0 administrative guide
    • Argonne National Laboratory, IL
    • E. Dolan (2001), The NEOS server 4.0 administrative guide, Technical Memorandum ANL/MCS-TM-250, Argonne National Laboratory, IL.
    • (2001) Technical Memorandum , vol.ANL-MCS-TM-250
    • Dolan, E.1
  • 78
    • 0000930401 scopus 로고
    • CONOPT: A large scale GRG code
    • A. S. Drud (1994), 'CONOPT: A large scale GRG code', ORSA J. Comput. 6, 207-216.
    • (1994) ORSA J. Comput. , vol.6 , pp. 207-216
    • Drud, A.S.1
  • 80
    • 0000689228 scopus 로고
    • Global and asymptotic convergence rate estimates for a class of projected gradient processes
    • J. C. Dunn (1981), 'Global and asymptotic convergence rate estimates for a class of projected gradient processes', SIAM J. Control Optim. 19, 368-400.
    • (1981) SIAM J. Control Optim. , vol.19 , pp. 368-400
    • Dunn, J.C.1
  • 81
    • 0000134828 scopus 로고
    • Numerical stability and efficiency of penalty algorithms
    • J.-P. Dussault (1995), 'Numerical stability and efficiency of penalty algorithms', SIAM J. Numer. Anal. 32(1), 296-317.
    • (1995) SIAM J. Numer. Anal. , vol.32 , Issue.1 , pp. 296-317
    • Dussault, J.-P.1
  • 82
    • 19844364309 scopus 로고    scopus 로고
    • An interior-point solver for smooth convex optimization with an application to environmental-energy-economic models
    • Logilab, HEC, University of Geneva, Switzerland
    • O. Epelly, J. Gondzio and J.-P. Vial (2000), An interior-point solver for smooth convex optimization with an application to environmental-energy-economic models, Technical Report 2000.08, Logilab, HEC, University of Geneva, Switzerland.
    • (2000) Technical Report 2000.08
    • Epelly, O.1    Gondzio, J.2    Vial, J.-P.3
  • 83
    • 0038342659 scopus 로고    scopus 로고
    • An active set Newton algorithm for large-scale nonlinear programs with box constraints
    • F. Facchinei, J. Judice and J. Soares (1998), 'An active set Newton algorithm for large-scale nonlinear programs with box constraints', SIAM J. Optim. 8(1), 158-186.
    • (1998) SIAM J. Optim. , vol.8 , Issue.1 , pp. 158-186
    • Facchinei, F.1    Judice, J.2    Soares, J.3
  • 84
    • 0036433456 scopus 로고    scopus 로고
    • A truncated Newton algorithm for large scale box constrained optimization
    • F. Facchinei, S. Lucidi and L. Palagi (2002), 'A truncated Newton algorithm for large scale box constrained optimization', SIAM J. Optim. 12(4), 1100-1125.
    • (2002) SIAM J. Optim. , vol.12 , Issue.4 , pp. 1100-1125
    • Facchinei, F.1    Lucidi, S.2    Palagi, L.3
  • 86
    • 0003819899 scopus 로고    scopus 로고
    • Interior-point methods for massive support vector machines
    • Computer Science Department, University of Wisconsin, Madison, WI, USA
    • M. C. Ferris and T. S. Munson (2000), Interior-point methods for massive support vector machines, Data Mining Institute Technical Report 00-05, Computer Science Department, University of Wisconsin, Madison, WI, USA.
    • (2000) Data Mining Institute Technical Report , vol.5
    • Ferris, M.C.1    Munson, T.S.2
  • 88
    • 0005658675 scopus 로고    scopus 로고
    • Reprinted as SIAM, Philadelphia, USA
    • Reprinted as Classics in Applied Mathematics, SIAM, Philadelphia, USA (1990).
    • (1990) Classics in Applied Mathematics
  • 90
    • 0002547367 scopus 로고
    • A general quadratic programming algorithm
    • R. Fletcher (1971), 'A general quadratic programming algorithm', J. Inst. Math. Appl. 7, 76-91.
    • (1971) J. Inst. Math. Appl. , vol.7 , pp. 76-91
    • Fletcher, R.1
  • 93
    • 19844363966 scopus 로고
    • Recent developments in linear and quadratic programming
    • (A. Iserles and M. J. D. Powell, eds), Oxford University Press, Oxford
    • R. Fletcher (1987b), Recent developments in linear and quadratic programming, in The State of the Art in Numerical Analysis (A. Iserles and M. J. D. Powell, eds), Oxford University Press, Oxford, pp. 213-243.
    • (1987) The State of the Art in Numerical Analysis , pp. 213-243
    • Fletcher, R.1
  • 94
    • 19844383895 scopus 로고    scopus 로고
    • Stable reduced Hessian updates for indefinite quadratic programming
    • R. Fletcher (2000), 'Stable reduced Hessian updates for indefinite quadratic programming', Math. Program. 87(2), 251-264.
    • (2000) Math. Program. , vol.87 , Issue.2 , pp. 251-264
    • Fletcher, R.1
  • 95
    • 0013468012 scopus 로고    scopus 로고
    • User manual for filterSQP
    • Department of Mathematics, University of Dundee, Dundee, UK
    • R. Fletcher and S. Leyffer (1998), User manual for filterSQP, Numerical Analysis Report NA/181, Department of Mathematics, University of Dundee, Dundee, UK.
    • (1998) Numerical Analysis Report , vol.NA , Issue.181
    • Fletcher, R.1    Leyffer, S.2
  • 96
    • 0001556338 scopus 로고    scopus 로고
    • Nonlinear programming without a penalty function
    • R. Fletcher and S. Leyffer (2002), 'Nonlinear programming without a penalty function', Math. Program. 91(2), 239-269.
    • (2002) Math. Program. , vol.91 , Issue.2 , pp. 239-269
    • Fletcher, R.1    Leyffer, S.2
  • 97
    • 0000615669 scopus 로고
    • Function minimization by conjugate gradients
    • R. Fletcher and C. M. Reeves (1964), 'Function minimization by conjugate gradients', Computer Journal 7, 149-154.
    • (1964) Computer Journal , vol.7 , pp. 149-154
    • Fletcher, R.1    Reeves, C.M.2
  • 98
    • 0024641718 scopus 로고
    • Nonlinear programming and nonsmooth optimization by successive linear programming
    • R. Fletcher and E. Sainz de la Maza (1989), 'Nonlinear programming and nonsmooth optimization by successive linear programming', Math. Program. 43(3), 235-256.
    • (1989) Math. Program. , vol.43 , Issue.3 , pp. 235-256
    • Fletcher, R.1    De La Maza, E.S.2
  • 99
    • 0042354662 scopus 로고    scopus 로고
    • Global convergence of trust-region SQP-filter algorithms for nonlinear programming
    • R. Fletcher, N. I. M. Gould, S. Leyffer, Ph. L. Toint and A. Wächter (2002a), 'Global convergence of trust-region SQP-filter algorithms for nonlinear programming', SIAM J. Optim. 13(3), 635-659.
    • (2002) SIAM J. Optim. , vol.13 , Issue.3 , pp. 635-659
    • Fletcher, R.1    Gould, N.I.M.2    Leyffer, S.3    Toint, Ph.L.4    Wächter, A.5
  • 100
    • 0037288670 scopus 로고    scopus 로고
    • On the global convergence of a filter-SQP algorithm
    • R. Fletcher, S. Leyffer and Ph. L. Toint (2002b), 'On the global convergence of a filter-SQP algorithm', SIAM J. Optim. 13(1), 44-59.
    • (2002) SIAM J. Optim. , vol.13 , Issue.1 , pp. 44-59
    • Fletcher, R.1    Leyffer, S.2    Toint, Ph.L.3
  • 101
    • 0036776589 scopus 로고    scopus 로고
    • Inertia-controlling factorizations for optimization algorithms
    • A. Forsgren (2002), 'Inertia-controlling factorizations for optimization algorithms', Appl. Numer. Math. 43(1-2), 91-107.
    • (2002) Appl. Numer. Math. , vol.43 , Issue.1-2 , pp. 91-107
    • Forsgren, A.1
  • 102
    • 0032358968 scopus 로고    scopus 로고
    • Primal-dual interior methods for nonconvex nonlinear programming
    • A. Forsgren and P. E. Gill (1998), 'Primal-dual interior methods for nonconvex nonlinear programming', SIAM J. Optim. 8(4), 1132-1152.
    • (1998) SIAM J. Optim. , vol.8 , Issue.4 , pp. 1132-1152
    • Forsgren, A.1    Gill, P.E.2
  • 103
    • 21144480332 scopus 로고
    • Newton methods for large-scale linear equality-constrained minimization
    • A. Forsgren and W. Murray (1993), 'Newton methods for large-scale linear equality-constrained minimization', SIAM J. Matrix Anal. Appl. 14(2), 560-587.
    • (1993) SIAM J. Matrix Anal. Appl. , vol.14 , Issue.2 , pp. 560-587
    • Forsgren, A.1    Murray, W.2
  • 104
    • 0036959271 scopus 로고    scopus 로고
    • Interior-point methods for nonlinear optimization
    • A. Forsgren, P. E. Gill and M. H. Wright (2002), 'Interior-point methods for nonlinear optimization', SIAM Review 44, 525-597.
    • (2002) SIAM Review , vol.44 , pp. 525-597
    • Forsgren, A.1    Gill, P.E.2    Wright, M.H.3
  • 106
    • 19844373567 scopus 로고    scopus 로고
    • A globally convergent linearly constrained Lagrangian method for nonlinear optimization
    • to appear
    • M. P. Friedlander and M. A. Saunders (2005), 'A globally convergent linearly constrained Lagrangian method for nonlinear optimization', SIAM J. Optim., to appear.
    • (2005) SIAM J. Optim.
    • Friedlander, M.P.1    Saunders, M.A.2
  • 107
    • 0002688960 scopus 로고    scopus 로고
    • A primal-dual interior method for nonconvex nonlinear programming
    • (Y. Yuan, ed.), Kluwer, Dordrecht, Netherlands
    • D. M. Gay, M. L. Overton and M. H. Wright (1998), A primal-dual interior method for nonconvex nonlinear programming, in Advances in Nonlinear Programming (Y. Yuan, ed.), Kluwer, Dordrecht, Netherlands, pp. 31-56.
    • (1998) Advances in Nonlinear Programming , pp. 31-56
    • Gay, D.M.1    Overton, M.L.2    Wright, M.H.3
  • 108
    • 21044457975 scopus 로고    scopus 로고
    • A primal-dual trust region algorithm for nonlinear optimization
    • E. M. Gertz and Ph. E. Gill (2004), 'A primal-dual trust region algorithm for nonlinear optimization', Math. Program., Ser. A 100(1), 49-94.
    • (2004) Math. Program., Ser. A , vol.100 , Issue.1 , pp. 49-94
    • Gertz, E.M.1    Gill, Ph.E.2
  • 109
    • 10844238213 scopus 로고    scopus 로고
    • Object-oriented software for quadratic programming
    • E. M. Gertz and S. J. Wright (2003), 'Object-oriented software for quadratic programming', Trans. ACM Math. Software 29(1), 58-81.
    • (2003) Trans. ACM Math. Software , vol.29 , Issue.1 , pp. 58-81
    • Gertz, E.M.1    Wright, S.J.2
  • 110
    • 19844369657 scopus 로고    scopus 로고
    • A starting-point strategy for nonlinear interior methods
    • Optimization Technology Center, Evanston, IL, USA
    • E. M. Gertz, J. Nocedal and A. Sartenaer (2003), A starting-point strategy for nonlinear interior methods, Technical Report OTC 2003/4, Optimization Technology Center, Evanston, IL, USA.
    • (2003) Technical Report , vol.OTC 2003-4
    • Gertz, E.M.1    Nocedal, J.2    Sartenaer, A.3
  • 111
    • 34249975203 scopus 로고
    • Some numerical experiments with variable-storage quasi-Newton algorithms
    • J.-Ch. Gilbert and C. Lemaréchal (1989), 'Some numerical experiments with variable-storage quasi-Newton algorithms', Math. Program., Ser. B 45(3), 407-435.
    • (1989) Math. Program., Ser. B , vol.45 , Issue.3 , pp. 407-435
    • Gilbert, J.-Ch.1    Lemaréchal, C.2
  • 112
    • 0002824920 scopus 로고
    • Global convergence properties of conjugate gradient methods for optimization
    • J.-Ch. Gilbert and J. Nocedal (1992), 'Global convergence properties of conjugate gradient methods for optimization', SIAM J. Optim. 2(1), 21-42.
    • (1992) SIAM J. Optim. , vol.2 , Issue.1 , pp. 21-42
    • Gilbert, J.-Ch.1    Nocedal, J.2
  • 113
    • 0013507505 scopus 로고    scopus 로고
    • Examples of ill-behaved central paths in convex optimization
    • INRIA, Rocquencourt, Le Chesnay, France
    • J.-Ch. Gilbert, C. C. Gonzaga and E. Karas (2002), Examples of ill-behaved central paths in convex optimization, Technical Report 4179, INRIA, Rocquencourt, Le Chesnay, France.
    • (2002) Technical Report , vol.4179
    • Gilbert, J.-Ch.1    Gonzaga, C.C.2    Karas, E.3
  • 114
    • 0036433588 scopus 로고    scopus 로고
    • SNOPT: An SQP algorithm for large-scale constrained optimization
    • P. E. Gill, W. Murray and M. A. Saunders (2002), 'SNOPT: An SQP algorithm for large-scale constrained optimization', SIAM J. Optim. 12(4), 979-1006.
    • (2002) SIAM J. Optim. , vol.12 , Issue.4 , pp. 979-1006
    • Gill, P.E.1    Murray, W.2    Saunders, M.A.3
  • 116
    • 0000730954 scopus 로고
    • A Schur-complement method for sparse quadratic programming
    • (M. G. Cox and S. J. Hammarling, eds), Oxford University Press
    • P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright (1990), A Schur-complement method for sparse quadratic programming, in Reliable Scientific Computation (M. G. Cox and S. J. Hammarling, eds), Oxford University Press, pp. 113-138.
    • (1990) Reliable Scientific Computation , pp. 113-138
    • Gill, P.E.1    Murray, W.2    Saunders, M.A.3    Wright, M.H.4
  • 117
    • 0026123179 scopus 로고
    • Inertia-controlling methods for general quadratic programming
    • P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright (1991), 'Inertia-controlling methods for general quadratic programming', SIAM Review 33(1), 1-36.
    • (1991) SIAM Review , vol.33 , Issue.1 , pp. 1-36
    • Gill, P.E.1    Murray, W.2    Saunders, M.A.3    Wright, M.H.4
  • 119
    • 0030242781 scopus 로고    scopus 로고
    • Multiple centrality corrections in a primal-dual method for linear programming
    • J. Gondzio (1996), 'Multiple centrality corrections in a primal-dual method for linear programming', Comput. Optim. Appl. 6, 137-156.
    • (1996) Comput. Optim. Appl. , vol.6 , pp. 137-156
    • Gondzio, J.1
  • 120
    • 0002882891 scopus 로고    scopus 로고
    • Presolve analysis of linear programs prior to applying an interior point method
    • J. Gondzio (1997), 'Presolve analysis of linear programs prior to applying an interior point method', INFORMS J. Comput. 9(1), 73-91.
    • (1997) INFORMS J. Comput. , vol.9 , Issue.1 , pp. 73-91
    • Gondzio, J.1
  • 121
    • 19844365963 scopus 로고    scopus 로고
    • Parallel interior point solver for structured quadratic programs: Application to financial planning problems
    • School of Mathematics, University of Edinburgh
    • J. Gondzio and A. Grothey (2003a), Parallel interior point solver for structured quadratic programs: Application to financial planning problems, Technical Report MS-03-001, School of Mathematics, University of Edinburgh.
    • (2003) Technical Report , vol.MS-03-001
    • Gondzio, J.1    Grothey, A.2
  • 122
    • 0042659381 scopus 로고    scopus 로고
    • Reoptimization with the primal-dual interior point method
    • J. Gondzio and A. Grothey (2003b), 'Reoptimization with the primal-dual interior point method', SIAM J. Optim. 13(3), 842-864.
    • (2003) SIAM J. Optim. , vol.13 , Issue.3 , pp. 842-864
    • Gondzio, J.1    Grothey, A.2
  • 123
    • 4043142926 scopus 로고    scopus 로고
    • A globally convergent filter method for nonlinear programming
    • C. C. Gonzaga, E. Karas and M. Vanti (2003), 'A globally convergent filter method for nonlinear programming', SIAM J. Optim. 14(3), 646-669.
    • (2003) SIAM J. Optim. , vol.14 , Issue.3 , pp. 646-669
    • Gonzaga, C.C.1    Karas, E.2    Vanti, M.3
  • 124
    • 0022061431 scopus 로고
    • On practical conditions for the existence and uniqueness of solutions to the general equality quadratic-programming problem
    • N. I. M. Gould (1985), 'On practical conditions for the existence and uniqueness of solutions to the general equality quadratic-programming problem', Math. Program. 32(1), 90-99.
    • (1985) Math. Program. , vol.32 , Issue.1 , pp. 90-99
    • Gould, N.I.M.1
  • 125
    • 0001087725 scopus 로고
    • On the accurate determination of search directions for simple differentiable penalty functions
    • N. I. M. Gould (1986), 'On the accurate determination of search directions for simple differentiable penalty functions', IMA J. Numer. Anal. 6, 357-372.
    • (1986) IMA J. Numer. Anal. , vol.6 , pp. 357-372
    • Gould, N.I.M.1
  • 126
    • 0346672928 scopus 로고
    • An algorithm for large-scale quadratic programming
    • N. I. M. Gould (1991), 'An algorithm for large-scale quadratic programming', IMA J. Numer. Anal. 11(3), 299-324.
    • (1991) IMA J. Numer. Anal. , vol.11 , Issue.3 , pp. 299-324
    • Gould, N.I.M.1
  • 127
    • 0033444426 scopus 로고    scopus 로고
    • On modified factorizations for large-scale linearly-constrained optimization
    • N. I. M. Gould (1999), 'On modified factorizations for large-scale linearly-constrained optimization', SIAM J. Optim. 9(4), 1041-1063.
    • (1999) SIAM J. Optim. , vol.9 , Issue.4 , pp. 1041-1063
    • Gould, N.I.M.1
  • 128
    • 3042707671 scopus 로고    scopus 로고
    • Some reflections on the current state of active-set and interior point methods for constrained optimization
    • N. I. M. Gould (2003), 'Some reflections on the current state of active-set and interior point methods for constrained optimization', SIAG/OPT Views-and-News 14(1), 2-7.
    • (2003) SIAG/OPT Views-and-News , vol.14 , Issue.1 , pp. 2-7
    • Gould, N.I.M.1
  • 129
    • 0012488854 scopus 로고    scopus 로고
    • A quadratic programming bibliography
    • Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK
    • N. I. M. Gould, and Ph. L. Toint (2000a), A quadratic programming bibliography, Numerical Analysis Group Internal Report 2000-1, Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK.
    • (2000) Numerical Analysis Group Internal Report , vol.2000 , Issue.1
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 130
    • 17444377981 scopus 로고    scopus 로고
    • SQP methods for large-scale nonlinear programming
    • (M. J. D. Powell and S. Scholtes, eds), Kluwer, Dordrecht, Netherlands
    • N. I. M. Gould and Ph. L. Toint (2000b), SQP methods for large-scale nonlinear programming, in System Modelling and Optimization: Methods, Theory and Applications (M. J. D. Powell and S. Scholtes, eds), Kluwer, Dordrecht, Netherlands, pp. 149-178.
    • (2000) System Modelling and Optimization: Methods, Theory and Applications , pp. 149-178
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 131
    • 0036776431 scopus 로고    scopus 로고
    • An iterative working-set method for large-scale non-convex quadratic programming
    • N. I. M. Gould and Ph. L. Toint (2002a), 'An iterative working-set method for large-scale non-convex quadratic programming', Appl. Numer. Math. 43(1-2), 109-128.
    • (2002) Appl. Numer. Math. , vol.43 , Issue.1-2 , pp. 109-128
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 132
    • 2442517922 scopus 로고    scopus 로고
    • Numerical methods for large-scale non-convex quadratic programming
    • (A. H. Siddiqi and M. Kočvara, eds), Kluwer, Dordrecht, Netherlands
    • N. I. M. Gould and Ph. L. Toint (2002b), Numerical methods for large-scale non-convex quadratic programming, in Trends in Industrial and Applied Mathematics (A. H. Siddiqi and M. Kočvara, eds), Kluwer, Dordrecht, Netherlands, pp. 149-179.
    • (2002) Trends in Industrial and Applied Mathematics , pp. 149-179
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 133
    • 14944371833 scopus 로고    scopus 로고
    • FILTRANE: A Fortran 95 filter-trust-region package for solving systems of nonlinear equalities, nonlinear inequalities and nonlinear least-squares problems
    • Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK
    • N. I. M. Gould and Ph. L. Toint (2003a), FILTRANE: A Fortran 95 filter-trust-region package for solving systems of nonlinear equalities, nonlinear inequalities and nonlinear least-squares problems, Technical Report 03/15, Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK.
    • (2003) Technical Report , vol.3 , Issue.15
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 134
    • 84904365597 scopus 로고    scopus 로고
    • Global convergence of a hybrid trust-region SQP-filter algorithm for general nonlinear programming
    • (E. Sachs and R. Tichatschke, eds), Kluwer, Dordrecht, Netherlands
    • N. I. M. Gould and Ph. L. Toint (2003b), Global convergence of a hybrid trust-region SQP-filter algorithm for general nonlinear programming, in System Modeling and Optimization XX (E. Sachs and R. Tichatschke, eds), Kluwer, Dordrecht, Netherlands, pp. 23-54.
    • (2003) System Modeling and Optimization , vol.20 , pp. 23-54
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 136
    • 19844366207 scopus 로고    scopus 로고
    • Preprocessing for quadratic programming
    • N. I. M. Gould and Ph. L. Toint (2004b), 'Preprocessing for quadratic programming', Math. Program., Ser. B 100(1), 95-132.
    • (2004) Math. Program., Ser. B , vol.100 , Issue.1 , pp. 95-132
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 137
    • 19844382215 scopus 로고    scopus 로고
    • Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming
    • (W. Hager, ed.), Kluwer, Dordrecht, Netherlands, to appear
    • N. I. M. Gould and Ph. L. Toint (2005), Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming, in Proc. 2004 Gainesville Conference on Multilevel Optimization (W. Hager, ed.), Kluwer, Dordrecht, Netherlands, to appear.
    • (2005) Proc. 2004 Gainesville Conference on Multilevel Optimization
    • Gould, N.I.M.1    Toint, Ph.L.2
  • 138
    • 0036344992 scopus 로고    scopus 로고
    • On the solution of equality constrained quadratic problems arising in optimization
    • N. I. M. Gould, M. E. Hribar and J. Nocedal (2001), 'On the solution of equality constrained quadratic problems arising in optimization', SIAM J. Sci. Comput. 23(4), 1375-1394.
    • (2001) SIAM J. Sci. Comput. , vol.23 , Issue.4 , pp. 1375-1394
    • Gould, N.I.M.1    Hribar, M.E.2    Nocedal, J.3
  • 139
    • 14944339092 scopus 로고    scopus 로고
    • A multidimensional filter algorithm for nonlinear equations and nonlinear least-squares
    • N. I. M. Gould, S. Leyffer and Ph. L. Toint (2005), 'A multidimensional filter algorithm for nonlinear equations and nonlinear least-squares', SIAM J. Optim. 15(1), 17-38.
    • (2005) SIAM J. Optim. , vol.15 , Issue.1 , pp. 17-38
    • Gould, N.I.M.1    Leyffer, S.2    Toint, Ph.L.3
  • 140
    • 0033437435 scopus 로고    scopus 로고
    • Solving the trust-region subproblem using the Lanczos method
    • N. I. M. Gould, S. Lucidi, M. Roma and Ph. L. Toint (1999), 'Solving the trust-region subproblem using the Lanczos method', SIAM J. Optim. 9(2), 504-525.
    • (1999) SIAM J. Optim. , vol.9 , Issue.2 , pp. 504-525
    • Gould, N.I.M.1    Lucidi, S.2    Roma, M.3    Toint, Ph.L.4
  • 141
    • 0034450431 scopus 로고    scopus 로고
    • Exploiting negative curvature directions in linesearch methods for unconstrained optimization
    • N. I. M. Gould, S. Lucidi, M. Roma and Ph. L. Toint (2000), 'Exploiting negative curvature directions in linesearch methods for unconstrained optimization', Optim. Methods Software 14(1-2), 75-98.
    • (2000) Optim. Methods Software , vol.14 , Issue.1-2 , pp. 75-98
    • Gould, N.I.M.1    Lucidi, S.2    Roma, M.3    Toint, Ph.L.4
  • 142
    • 2442619389 scopus 로고    scopus 로고
    • GALAHAD: A library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
    • N. I. M. Gould, D. Orban and Ph. L. Toint (2003a), 'GALAHAD: A library of thread-safe Fortran 90 packages for large-scale nonlinear optimization', ACM Trans. Math. Software 29(4), 353-372.
    • (2003) ACM Trans. Math. Software , vol.29 , Issue.4 , pp. 353-372
    • Gould, N.I.M.1    Orban, D.2    Toint, Ph.L.3
  • 143
    • 19844376473 scopus 로고    scopus 로고
    • 1-penalty method for nonlinear optimization
    • Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK
    • 1-penalty method for nonlinear optimization, Technical Report RAL-TR-2003-0xx, Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK.
    • (2003) Technical Report , vol.RAL-TR-2003-0XX
    • Gould, N.I.M.1    Orban, D.2    Toint, Ph.L.3
  • 144
    • 19844364084 scopus 로고    scopus 로고
    • A filter-trust-region method for unconstrained optimization
    • Department of Mathematics, University of Namur, Belgium
    • N. I. M. Gould, C. Sainvitu and Ph. L. Toint (2004), A filter-trust-region method for unconstrained optimization, Technical Report 04/03, Department of Mathematics, University of Namur, Belgium.
    • (2004) Technical Report , vol.4 , Issue.3
    • Gould, N.I.M.1    Sainvitu, C.2    Toint, Ph.L.3
  • 145
    • 19844376767 scopus 로고    scopus 로고
    • Recursive trust-region methods for multilevel nonlinear optimization (Part I): Global convergence and complexity
    • Department of Mathematics, University of Namur, Belgium
    • S. Gratton, A. Sartenaer and Ph. L. Toint (2004), Recursive trust-region methods for multilevel nonlinear optimization (Part I): Global convergence and complexity, Technical Report 04/06, Department of Mathematics, University of Namur, Belgium.
    • (2004) Technical Report , vol.4 , Issue.6
    • Gratton, S.1    Sartenaer, A.2    Toint, Ph.L.3
  • 146
    • 0003319841 scopus 로고    scopus 로고
    • Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation
    • SIAM, Philadelphia, USA
    • A. Griewank (2000), Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Vol. 19 of Frontiers in Applied Mathematics, SIAM, Philadelphia, USA.
    • (2000) Frontiers in Applied Mathematics , vol.19
    • Griewank, A.1
  • 147
    • 0000782630 scopus 로고
    • Local convergence analysis for partitioned quasi-Newton updates
    • A. Griewank and Ph. L. Toint (1982a), 'Local convergence analysis for partitioned quasi-Newton updates', Numer. Math. 39, 429-448.
    • (1982) Numer. Math. , vol.39 , pp. 429-448
    • Griewank, A.1    Toint, Ph.L.2
  • 148
    • 0003378255 scopus 로고
    • On the unconstrained optimization of partially separable functions
    • (M. J. D. Powell, ed.), Academic Press, London
    • A. Griewank and Ph. L. Toint (1982b), On the unconstrained optimization of partially separable functions, in Nonlinear Optimization 1981 (M. J. D. Powell, ed.), Academic Press, London, pp. 301-312.
    • (1982) Nonlinear Optimization 1981 , pp. 301-312
    • Griewank, A.1    Toint, Ph.L.2
  • 149
    • 0013358480 scopus 로고
    • Partitioned variable metric updates for large structured optimization problems
    • A. Griewank and Ph. L. Toint (1982c), 'Partitioned variable metric updates for large structured optimization problems', Numer. Math. 39, 119-137.
    • (1982) Numer. Math. , vol.39 , pp. 119-137
    • Griewank, A.1    Toint, Ph.L.2
  • 150
    • 0000894063 scopus 로고
    • A nonlinear programming technique for the optimization of continuous processing systems
    • R. E. Griffith and R. A. Stewart (1961), 'A nonlinear programming technique for the optimization of continuous processing systems', Management Science 7, 379-392.
    • (1961) Management Science , vol.7 , pp. 379-392
    • Griffith, R.E.1    Stewart, R.A.2
  • 151
    • 0022766519 scopus 로고
    • A nonmonotone line search technique for Newton's method
    • L. Grippo, F. Lampariello and S. Lucidi (1986), 'A nonmonotone line search technique for Newton's method', SIAM J. Numer. Anal. 23(4), 707-716.
    • (1986) SIAM J. Numer. Anal. , vol.23 , Issue.4 , pp. 707-716
    • Grippo, L.1    Lampariello, F.2    Lucidi, S.3
  • 152
    • 0000843862 scopus 로고
    • A truncated Newton method with nonmonotone line search for unconstrained optimization
    • L. Grippo, F. Lampariello and S. Lucidi (1989), 'A truncated Newton method with nonmonotone line search for unconstrained optimization', J. Optim. Theory Appl. 60(3), 401-419.
    • (1989) J. Optim. Theory Appl. , vol.60 , Issue.3 , pp. 401-419
    • Grippo, L.1    Lampariello, F.2    Lucidi, S.3
  • 153
    • 0010694041 scopus 로고    scopus 로고
    • Optimization environments and the NEOS server
    • (M. D. Buhmann and A. Iserles, eds), Cambridge University Press
    • W. Gropp and J. More (1997), Optimization environments and the NEOS server, in Approximation Theory and Optimization (M. D. Buhmann and A. Iserles, eds), Cambridge University Press, pp. 167-182.
    • (1997) Approximation Theory and Optimization , pp. 167-182
    • Gropp, W.1    More, J.2
  • 155
    • 0006788302 scopus 로고    scopus 로고
    • Algorithms for constrained and weighted nonlinear least-squares
    • M. Gulliksson, I. Söderkvist and P.-A. Wedin (1997), 'Algorithms for constrained and weighted nonlinear least-squares', SIAM J. Optim. 7(1), 208-224.
    • (1997) SIAM J. Optim. , vol.7 , Issue.1 , pp. 208-224
    • Gulliksson, M.1    Söderkvist, I.2    Wedin, P.-A.3
  • 156
    • 0004279470 scopus 로고
    • Multi-grid methods and applications
    • Springer, Heidelberg/Berlin/New York
    • W. Hackbusch (1995), Multi-Grid Methods and Applications, Vol. 4 of Series in Computational Mathematics, Springer, Heidelberg/Berlin/New York.
    • (1995) Series in Computational Mathematics , vol.4
    • Hackbusch, W.1
  • 157
    • 0036347958 scopus 로고    scopus 로고
    • Minimizing a quadratic over a sphere
    • W. W. Hager (2001), 'Minimizing a quadratic over a sphere', SIAM J. Optim. 12(1), 188-208.
    • (2001) SIAM J. Optim. , vol.12 , Issue.1 , pp. 188-208
    • Hager, W.W.1
  • 158
    • 19844375190 scopus 로고    scopus 로고
    • CG DESCENT: A conjugate-gradient method with guaranteed descent
    • Department of Mathematics, University of Florida, Gainesville, USA
    • W. W. Hager and H. Zhang (2003), CG DESCENT: A conjugate-gradient method with guaranteed descent, Technical report, Department of Mathematics, University of Florida, Gainesville, USA.
    • (2003) Technical Report
    • Hager, W.W.1    Zhang, H.2
  • 160
    • 0000860416 scopus 로고    scopus 로고
    • Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
    • M. Heinkenschloss, M. Ulbrich and S. Ulbrich (1999), 'Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption', Math. Program. 86(3), 615-635.
    • (1999) Math. Program. , vol.86 , Issue.3 , pp. 615-635
    • Heinkenschloss, M.1    Ulbrich, M.2    Ulbrich, S.3
  • 161
    • 0000135303 scopus 로고
    • Methods of conjugate gradients for solving linear systems
    • M. R. Hestenes and E. Stiefel (1952), 'Methods of conjugate gradients for solving linear systems', J. Res. National Bureau of Standards 49, 409-436.
    • (1952) J. Res. National Bureau of Standards , vol.49 , pp. 409-436
    • Hestenes, M.R.1    Stiefel, E.2
  • 163
    • 21344433396 scopus 로고    scopus 로고
    • Primal-dual target following algorithms for linear programming
    • B. Jansen, C. Roos, T. Terlaky and J.-Ph. Vial (1996), 'Primal-dual target following algorithms for linear programming', Ann. Oper. Res. 62, 197-231.
    • (1996) Ann. Oper. Res. , vol.62 , pp. 197-231
    • Jansen, B.1    Roos, C.2    Terlaky, T.3    Vial, J.-Ph.4
  • 164
    • 0033275992 scopus 로고    scopus 로고
    • Reduced storage, quasi-Newton trust region approaches to function optimization
    • L. C. Kaufman (1999), 'Reduced storage, quasi-Newton trust region approaches to function optimization', SIAM J. Optim. 10(1), 56-69.
    • (1999) SIAM J. Optim. , vol.10 , Issue.1 , pp. 56-69
    • Kaufman, L.C.1
  • 165
    • 0041844993 scopus 로고    scopus 로고
    • PENNON, a code for nonconvex nonlinear and semidefmite programming
    • M. Kočvara and M. Stingl (2003), 'PENNON, a code for nonconvex nonlinear and semidefmite programming', Optim. Methods Software 18(3), 317-333.
    • (2003) Optim. Methods Software , vol.18 , Issue.3 , pp. 317-333
    • Kočvara, M.1    Stingl, M.2
  • 166
    • 0032327604 scopus 로고    scopus 로고
    • On the implementation of an algorithm for large-scale equality constrained optimization
    • M. Lalee, J. Nocedal and T. D. Plantenga (1998), 'On the implementation of an algorithm for large-scale equality constrained optimization', SIAM J. Optim. 8(3), 682-706.
    • (1998) SIAM J. Optim. , vol.8 , Issue.3 , pp. 682-706
    • Lalee, M.1    Nocedal, J.2    Plantenga, T.D.3
  • 168
    • 0026136905 scopus 로고
    • Convergence of trust region algorithms for optimization with bounds when strict complementarity does not hold
    • M. Lescrenier (1991), 'Convergence of trust region algorithms for optimization with bounds when strict complementarity does not hold', SIAM J. Numer. Anal. 28(2), 476-495.
    • (1991) SIAM J. Numer. Anal. , vol.28 , Issue.2 , pp. 476-495
    • Lescrenier, M.1
  • 170
    • 0042602157 scopus 로고    scopus 로고
    • Eigenvalue optimization
    • Cambridge University Press
    • A. S. Lewis and M. L. Overton (1996), Eigenvalue optimization, in Acta Numerica, Vol. 5, Cambridge University Press, pp. 149-190.
    • (1996) Acta Numerica , vol.5 , pp. 149-190
    • Lewis, A.S.1    Overton, M.L.2
  • 171
    • 19844370012 scopus 로고    scopus 로고
    • Practical aspects of multiscale optimization methods for VLSICAD
    • (J. Cong and J. R. Shinnerl, eds), Kluwer, Dordrecht, Netherlands
    • M. Lewis and S. G. Nash (2002), Practical aspects of multiscale optimization methods for VLSICAD, in Multiscale Optimization and VLSI/CAD (J. Cong and J. R. Shinnerl, eds), Kluwer, Dordrecht, Netherlands, pp. 265-291.
    • (2002) Multiscale Optimization and VLSI/CAD , pp. 265-291
    • Lewis, M.1    Nash, S.G.2
  • 172
    • 19844364417 scopus 로고    scopus 로고
    • Model problems for the multigrid optimization of systems governed by differential equations
    • to appear
    • M. Lewis and S. G. Nash (2005), 'Model problems for the multigrid optimization of systems governed by differential equations', SIAM J. Sci. Comput., to appear.
    • (2005) SIAM J. Sci. Comput.
    • Lewis, M.1    Nash, S.G.2
  • 173
    • 19844365844 scopus 로고    scopus 로고
    • Mathematical programs with complementarity constraints
    • S. Leyffer (2003), 'Mathematical programs with complementarity constraints', SIAG/OPT Views-and-News 14(1), 15-18.
    • (2003) SIAG/OPT Views-and-News , vol.14 , Issue.1 , pp. 15-18
    • Leyffer, S.1
  • 174
    • 0033294627 scopus 로고    scopus 로고
    • Incomplete Cholesky factorizations with limited memory
    • C. Lin and J. J. More (1999a), 'Incomplete Cholesky factorizations with limited memory', SIAM J. Sci. Comput. 21(1), 24-45.
    • (1999) SIAM J. Sci. Comput. , vol.21 , Issue.1 , pp. 24-45
    • Lin, C.1    More, J.J.2
  • 175
    • 0033436056 scopus 로고    scopus 로고
    • Newton's method for large bound-constrained optimization problems
    • C. Lin and J. J. Moré (1999b), 'Newton's method for large bound-constrained optimization problems', SIAM J. Optim. 9(4), 1100-1127.
    • (1999) SIAM J. Optim. , vol.9 , Issue.4 , pp. 1100-1127
    • Lin, C.1    Moré, J.J.2
  • 176
    • 33646887390 scopus 로고
    • On the limited memory BFGS method for large-scale optimization
    • D. C. Liu and J. Nocedal (1989), 'On the limited memory BFGS method for large-scale optimization', Math. Program., Ser. B 45(3), 503-528.
    • (1989) Math. Program., Ser. B , vol.45 , Issue.3 , pp. 503-528
    • Liu, D.C.1    Nocedal, J.2
  • 178
    • 21344446986 scopus 로고
    • Inexact trust region method for large sparse nonlinear least-squares
    • L. Lukšan (1993), 'Inexact trust region method for large sparse nonlinear least-squares', Kybernetica 29(4), 305-324.
    • (1993) Kybernetica , vol.29 , Issue.4 , pp. 305-324
    • Lukšan, L.1
  • 179
    • 0028448558 scopus 로고
    • Inexact trust region method for large sparse systems of nonlinear equations
    • L. Lukšan (1994), 'Inexact trust region method for large sparse systems of nonlinear equations', J. Optim. Theory Appl. 81(3), 569-590.
    • (1994) J. Optim. Theory Appl. , vol.81 , Issue.3 , pp. 569-590
    • Lukšan, L.1
  • 180
    • 0041115274 scopus 로고    scopus 로고
    • Hybrid methods for large sparse nonlinear least-squares
    • L. Lukšan (1996), 'Hybrid methods for large sparse nonlinear least-squares', J. Optim. Theory Appl. 89(3), 575-595.
    • (1996) J. Optim. Theory Appl. , vol.89 , Issue.3 , pp. 575-595
    • Lukšan, L.1
  • 181
    • 0345293940 scopus 로고    scopus 로고
    • Indefinitely preconditioned inexact Newton method for large sparse equality constrained nonlinear programming problems
    • L. Lukšan and J. Vlček (1998), 'Indefinitely preconditioned inexact Newton method for large sparse equality constrained nonlinear programming problems', Numer. Linear Algebra Appl. 5(3), 219-247.
    • (1998) Numer. Linear Algebra Appl. , vol.5 , Issue.3 , pp. 219-247
    • Lukšan, L.1    Vlček, J.2
  • 183
    • 0003143226 scopus 로고    scopus 로고
    • Piecewise sequential quadratic programming for mathematical programs with complementarity constraints
    • (A. Migdala et al., ed.), Kluwer
    • Z.-Q. Luo, J. S. Pang and D. Ralph (1998), Piecewise sequential quadratic programming for mathematical programs with complementarity constraints, in Multilevel Optimization: Complexity and Applications (A. Migdala et al., ed.), Kluwer.
    • (1998) Multilevel Optimization: Complexity and Applications
    • Luo, Z.-Q.1    Pang, J.S.2    Ralph, D.3
  • 184
    • 0011259715 scopus 로고
    • Locally unique solutions of quadratic programs, linear and non-linear complementarity problems
    • O. L. Mangasarian (1980), 'Locally unique solutions of quadratic programs, linear and non-linear complementarity problems', Math. Program., Ser. B 19(2), 200-212.
    • (1980) Math. Program., Ser. B , vol.19 , Issue.2 , pp. 200-212
    • Mangasarian, O.L.1
  • 186
    • 0000399070 scopus 로고    scopus 로고
    • Feasibility control in nonlinear optimization
    • Foundations of Computational Mathematics (A. DeVore, A. Iserles and E. Suli, eds), Cambridge University Press
    • M. Marazzi and J. Nocedal (2001), Feasibility control in nonlinear optimization, in Foundations of Computational Mathematics (A. DeVore, A. Iserles and E. Suli, eds), Vol. 284 of London Mathematical Society Lecture Note Series, Cambridge University Press, pp. 125-154.
    • (2001) London Mathematical Society Lecture Note Series , vol.284 , pp. 125-154
    • Marazzi, M.1    Nocedal, J.2
  • 187
    • 0016990060 scopus 로고
    • Feasible directions algorithms for optimisation problems with equality and inequality constraints
    • D. Q. Mayne and E. Polak (1976), 'Feasible directions algorithms for optimisation problems with equality and inequality constraints', Math. Program. 11(1), 67-80.
    • (1976) Math. Program , vol.11 , Issue.1 , pp. 67-80
    • Mayne, D.Q.1    Polak, E.2
  • 188
    • 0000561116 scopus 로고
    • On the implementation of a primal-dual interior point method
    • S. Mehrotra (1992), 'On the implementation of a primal-dual interior point method', SIAM J. Optim. 2, 575-601.
    • (1992) SIAM J. Optim. , vol.2 , pp. 575-601
    • Mehrotra, S.1
  • 189
    • 0034345411 scopus 로고    scopus 로고
    • Automatic preconditioning by limited memory quasi-Newton updating
    • J. L. Morales and J. Nocedal (2000), 'Automatic preconditioning by limited memory quasi-Newton updating', SIAM J. Optim. 10(4), 1079-1096.
    • (2000) SIAM J. Optim. , vol.10 , Issue.4 , pp. 1079-1096
    • Morales, J.L.1    Nocedal, J.2
  • 192
    • 0028511736 scopus 로고
    • Line search algorithms with guaranteed sufficient decrease
    • J. J. More and D. J. Thuente (1994), 'Line search algorithms with guaranteed sufficient decrease', ACM Trans. Math. Software 20(3), 286-307.
    • (1994) ACM Trans. Math. Software , vol.20 , Issue.3 , pp. 286-307
    • More, J.J.1    Thuente, D.J.2
  • 193
    • 33845418028 scopus 로고
    • On the solution of large quadratic programming problems with bound constraints
    • J. J. More and G. Toraldo (1991), 'On the solution of large quadratic programming problems with bound constraints', SIAM J. Optim. 1(1), 93-113.
    • (1991) SIAM J. Optim. , vol.1 , Issue.1 , pp. 93-113
    • More, J.J.1    Toraldo, G.2
  • 195
    • 0000380269 scopus 로고
    • A sequential quadratic programming algorithm using an incomplete solution of the subproblem
    • W. Murray and F. J. Prieto (1995), 'A sequential quadratic programming algorithm using an incomplete solution of the subproblem', SIAM J. Optim. 5(3), 590-640.
    • (1995) SIAM J. Optim. , vol.5 , Issue.3 , pp. 590-640
    • Murray, W.1    Prieto, F.J.2
  • 196
    • 19844381306 scopus 로고
    • Project Lagrangian methods based on the trajectories of penalty and barrier functions
    • AT&T Bell Laboratories
    • W. Murray and M. H. Wright (1992), Project Lagrangian methods based on the trajectories of penalty and barrier functions, Numerical Analysis Manuscript 92-01, AT&T Bell Laboratories.
    • (1992) Numerical Analysis Manuscript , vol.92 , Issue.1
    • Murray, W.1    Wright, M.H.2
  • 197
    • 0002121465 scopus 로고
    • A projected Lagrangian algorithm and its implementation for sparse non-linear constraints
    • B. A. Murtagh and M. A. Saunders (1982), 'A projected Lagrangian algorithm and its implementation for sparse non-linear constraints', Math. Program. Studies 16, 84-117.
    • (1982) Math. Program. Studies , vol.16 , pp. 84-117
    • Murtagh, B.A.1    Saunders, M.A.2
  • 198
    • 0023452095 scopus 로고
    • Some NP-complete problems in quadratic and nonlinear programming
    • K. G. Murty and S. N. Kabadi (1987), 'Some NP-complete problems in quadratic and nonlinear programming', Math. Program. 39(2), 117-129.
    • (1987) Math. Program. , vol.39 , Issue.2 , pp. 117-129
    • Murty, K.G.1    Kabadi, S.N.2
  • 199
    • 0021481124 scopus 로고
    • Newton-type minimization via the Lanczos method
    • S. G. Nash (1984), 'Newton-type minimization via the Lanczos method', SIAM J. Numer. Anal. 21(4), 770-788.
    • (1984) SIAM J. Numer. Anal. , vol.21 , Issue.4 , pp. 770-788
    • Nash, S.G.1
  • 200
    • 0034452269 scopus 로고    scopus 로고
    • A multigrid approach to discretized optimization problems
    • S. G. Nash (2000a), 'A multigrid approach to discretized optimization problems', Optim. Methods Software 14, 99-116.
    • (2000) Optim. Methods Software , vol.14 , pp. 99-116
    • Nash, S.G.1
  • 201
    • 0034538773 scopus 로고    scopus 로고
    • A survey of truncated-Newton methods
    • S. G. Nash (2000b), 'A survey of truncated-Newton methods', J. Comput. Appl. Math. 124, 45-59.
    • (2000) J. Comput. Appl. Math. , vol.124 , pp. 45-59
    • Nash, S.G.1
  • 202
    • 0001684438 scopus 로고
    • A numerical study of the limited memory BFGS method and the truncated-Newton method for large-scale optimization
    • S. G. Nash and J. Nocedal (1991), 'A numerical study of the limited memory BFGS method and the truncated-Newton method for large-scale optimization', SIAM J. Optim. 1(3), 358-372.
    • (1991) SIAM J. Optim. , vol.1 , Issue.3 , pp. 358-372
    • Nash, S.G.1    Nocedal, J.2
  • 203
    • 0025463531 scopus 로고
    • Assessing a search direction within a truncated-Newton method
    • S. G. Nash and A. Sofer (1990), 'Assessing a search direction within a truncated-Newton method', Oper. Res. Lett. 9(4), 219-221.
    • (1990) Oper. Res. Lett. , vol.9 , Issue.4 , pp. 219-221
    • Nash, S.G.1    Sofer, A.2
  • 205
    • 84966262179 scopus 로고
    • Updating quasi-Newton matrices with limited storage
    • J. Nocedal (1980), 'Updating quasi-Newton matrices with limited storage', Math. Comp. 35, 773-782.
    • (1980) Math. Comp. , vol.35 , pp. 773-782
    • Nocedal, J.1
  • 206
    • 84972047841 scopus 로고
    • Theory of algorithms for unconstrained optimization
    • Cambridge University Press
    • J. Nocedal (1992), Theory of algorithms for unconstrained optimization, in Acta Numerica, Vol. 1, Cambridge University Press, pp. 199-242.
    • (1992) Acta Numerica , vol.1 , pp. 199-242
    • Nocedal, J.1
  • 210
    • 0039943513 scopus 로고
    • LSQR: An algorithm for sparse linear equations and sparse least squares
    • C. C. Paige and M. A. Saunders (1982), 'LSQR: an algorithm for sparse linear equations and sparse least squares', Trans. ACM Math. Software 8, 43-71.
    • (1982) Trans. ACM Math. Software , vol.8 , pp. 43-71
    • Paige, C.C.1    Saunders, M.A.2
  • 212
    • 0001931644 scopus 로고
    • The conjugate gradient method in extremal problems
    • B. T. Polyak (1969), 'The conjugate gradient method in extremal problems', USSR Comput. Math. Math. Phys. 9, 94-112.
    • (1969) USSR Comput. Math. Math. Phys. , vol.9 , pp. 94-112
    • Polyak, B.T.1
  • 213
    • 33846446220 scopus 로고
    • Restart procedures for the conjugate gradient method
    • M. J. D. Powell (1977), 'Restart procedures for the conjugate gradient method', Math. Program. 12(2), 241-254.
    • (1977) Math. Program. , vol.12 , Issue.2 , pp. 241-254
    • Powell, M.J.D.1
  • 214
    • 85011436515 scopus 로고    scopus 로고
    • Direct search algorithms for optimization calculations
    • Cambridge University Press
    • M. J. D. Powell (1998), Direct search algorithms for optimization calculations, in Acta Numerica, Vol. 7, Cambridge University Press, pp. 287-336.
    • (1998) Acta Numerica , vol.7 , pp. 287-336
    • Powell, M.J.D.1
  • 215
    • 3042794081 scopus 로고    scopus 로고
    • Exploiting problem structure in pattern-search methods for unconstrained optimization
    • Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
    • C. J. Price and Ph. L. Toint (2004), Exploiting problem structure in pattern-search methods for unconstrained optimization, Technical Report November, Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand.
    • (2004) Technical Report November
    • Price, C.J.1    Toint, Ph.L.2
  • 216
    • 0032222090 scopus 로고    scopus 로고
    • An efficient algorithm for large-scale nonlinear programming problems with simple bounds on the variables
    • R. Pytlak (1998), 'An efficient algorithm for large-scale nonlinear programming problems with simple bounds on the variables', SIAM J. Optim. 8(2), 532-560.
    • (1998) SIAM J. Optim. , vol.8 , Issue.2 , pp. 532-560
    • Pytlak, R.1
  • 217
    • 6344242214 scopus 로고    scopus 로고
    • Interior point methods for Mathematical Programs with Complementarity Constraints (MPCCs)
    • Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA, USA
    • A. U. Raghunathan and L. T. Biegler (2003), Interior point methods for Mathematical Programs with Complementarity Constraints (MPCCs), Technical Report, Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA, USA.
    • (2003) Technical Report
    • Raghunathan, A.U.1    Biegler, L.T.2
  • 218
    • 0031141179 scopus 로고    scopus 로고
    • A semidefinite framework for trust region subproblems with applications to large scale minimization
    • F. Rendl and H. Wolkowicz (1997), 'A semidefinite framework for trust region subproblems with applications to large scale minimization', Math. Program. 77(2), 273-299.
    • (1997) Math. Program. , vol.77 , Issue.2 , pp. 273-299
    • Rendl, F.1    Wolkowicz, H.2
  • 220
    • 0001782846 scopus 로고
    • Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear programming algorithms
    • S. M. Robinson (1974), 'Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear programming algorithms', Math. Program. 7(1), 1-16.
    • (1974) Math. Program. , vol.7 , Issue.1 , pp. 1-16
    • Robinson, S.M.1
  • 221
    • 1642604847 scopus 로고    scopus 로고
    • Solving regularized linear programs using barrier methods and KKT systems
    • Department of EESOR, Stanford University, Stanford, CA, USA
    • M. A. Saunders and J. A. Tomlin (1996), Solving regularized linear programs using barrier methods and KKT systems, Technical Report SOL 96-4, Department of EESOR, Stanford University, Stanford, CA, USA.
    • (1996) Technical Report , vol.SOL 96-4
    • Saunders, M.A.1    Tomlin, J.A.2
  • 222
    • 0034139059 scopus 로고    scopus 로고
    • Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity
    • H. Scheel and S. Scholtes (2000), 'Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity', Math. Oper. Res. 25, 1-22.
    • (2000) Math. Oper. Res. , vol.25 , pp. 1-22
    • Scheel, H.1    Scholtes, S.2
  • 223
    • 0001347358 scopus 로고
    • Modified Cholesky factorizations for sparse preconditioners
    • T. Schlick (1993), 'Modified Cholesky factorizations for sparse preconditioners', SIAM J. Sci. Comput. 14(2), 424-445.
    • (1993) SIAM J. Sci. Comput. , vol.14 , Issue.2 , pp. 424-445
    • Schlick, T.1
  • 224
    • 19844374413 scopus 로고    scopus 로고
    • An evaluation of sparse direct symmetric solvers: An introduction and preliminary findings
    • Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK
    • J. A. Scott, Y. Hu and N. I. M. Gould (2004), An evaluation of sparse direct symmetric solvers: An introduction and preliminary findings, Numerical Analysis Group Internal Report 2004-1, Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK.
    • (2004) Numerical Analysis Group Internal Report , vol.2004 , Issue.1
    • Scott, J.A.1    Hu, Y.2    Gould, N.I.M.3
  • 225
    • 0027059303 scopus 로고
    • Solving large sparse nonlinear programs using GRG
    • S. Smith and L. Lasdon (1992), 'Solving large sparse nonlinear programs using GRG', ORSA J. Comput. 4, 1-15.
    • (1992) ORSA J. Comput. , vol.4 , pp. 1-15
    • Smith, S.1    Lasdon, L.2
  • 226
    • 0031542396 scopus 로고    scopus 로고
    • Minimization of a large-scale quadratic function subject to a spherical constraint
    • D. C. Sorensen (1997), 'Minimization of a large-scale quadratic function subject to a spherical constraint', SIAM J. Optim. 7(1), 141-161.
    • (1997) SIAM J. Optim. , vol.7 , Issue.1 , pp. 141-161
    • Sorensen, D.C.1
  • 227
    • 19844370452 scopus 로고
    • Algorithms for continuous optimization: The state of the art
    • Kluwer, Dordrecht, Netherlands
    • E. Spedicato, ed. (1994), Algorithms for Continuous Optimization: The State of the Art, Vol. 434 of NATO ASI Series C: Mathematical and Physical Sciences, Kluwer, Dordrecht, Netherlands.
    • (1994) NATO ASI Series C: Mathematical and Physical Sciences , vol.434
    • Spedicato, E.1
  • 228
    • 0000305846 scopus 로고
    • The conjugate gradient method and trust regions in large scale optimization
    • T. Steihaug (1983), 'The conjugate gradient method and trust regions in large scale optimization', SIAM J. Numer. Anal. 20(3), 626-637.
    • (1983) SIAM J. Numer. Anal. , vol.20 , Issue.3 , pp. 626-637
    • Steihaug, T.1
  • 229
    • 1542291020 scopus 로고    scopus 로고
    • A primal-dual interior-point method for nonlinear programming with strong global and local convergence properties
    • A. Tits, A. Wächter, S. Bakhtiari, T. J. Urban and C. T. Lawrence (2003), 'A primal-dual interior-point method for nonlinear programming with strong global and local convergence properties', SIAM J. Optim. 14(1), 173-199.
    • (2003) SIAM J. Optim. , vol.14 , Issue.1 , pp. 173-199
    • Tits, A.1    Wächter, A.2    Bakhtiari, S.3    Urban, T.J.4    Lawrence, C.T.5
  • 230
    • 0000920501 scopus 로고    scopus 로고
    • Semidefinite optimization
    • Cambridge University Press
    • M. J. Todd (2001), Semidefinite optimization, in Acta Numerica, Vol. 10, Cambridge University Press, pp. 515-560.
    • (2001) Acta Numerica , vol.10 , pp. 515-560
    • Todd, M.J.1
  • 231
    • 0002633896 scopus 로고
    • Towards an efficient sparsity exploiting Newton method for minimization
    • (I. S. Duff, ed.), Academic Press, London
    • Ph. L. Toint (1981), Towards an efficient sparsity exploiting Newton method for minimization, in Sparse Matrices and Their Uses (I. S. Duff, ed.), Academic Press, London, pp. 57-88.
    • (1981) Sparse Matrices and Their Uses , pp. 57-88
    • Toint, Ph.L.1
  • 232
    • 0005303130 scopus 로고
    • On large scale nonlinear least squares calculations
    • Ph. L. Toint (1987), 'On large scale nonlinear least squares calculations', SIAM J. Sci. Statist. Comput. 8(3), 416-435.
    • (1987) SIAM J. Sci. Statist. Comput. , vol.8 , Issue.3 , pp. 416-435
    • Toint, Ph.L.1
  • 233
    • 0000198907 scopus 로고
    • Global convergence of a class of trust region methods for nonconvex minimization in Hubert space
    • Ph. L. Toint (1988), 'Global convergence of a class of trust region methods for nonconvex minimization in Hubert space', IMA J. Numer. Anal. 8, 231-252.
    • (1988) IMA J. Numer. Anal. , vol.8 , pp. 231-252
    • Toint, Ph.L.1
  • 234
    • 0001019976 scopus 로고    scopus 로고
    • An assessment of non-monotone linesearch techniques for unconstrained optimization
    • Ph. L. Toint (1996), 'An assessment of non-monotone linesearch techniques for unconstrained optimization', SIAM J. Sci. Statist. Comput. 17(3), 725-739.
    • (1996) SIAM J. Sci. Statist. Comput. , vol.17 , Issue.3 , pp. 725-739
    • Toint, Ph.L.1
  • 235
    • 0001898672 scopus 로고    scopus 로고
    • A non-monotone trust-region algorithm for nonlinear optimization subject to convex constraints
    • Ph. L. Toint (1997), 'A non-monotone trust-region algorithm for nonlinear optimization subject to convex constraints', Math. Program. 77(1), 69-94.
    • (1997) Math. Program. , vol.77 , Issue.1 , pp. 69-94
    • Toint, Ph.L.1
  • 237
    • 14944387007 scopus 로고    scopus 로고
    • A globally convergence primal-dual interior-point filter method for nonlinear programming
    • M. Ulbrich, S. Ulbrich and L. N. Vicente (2004), 'A globally convergence primal-dual interior-point filter method for nonlinear programming', Math. Program., Ser. B 100(2), 379-410.
    • (2004) Math. Program., Ser. B , vol.100 , Issue.2 , pp. 379-410
    • Ulbrich, M.1    Ulbrich, S.2    Vicente, L.N.3
  • 238
    • 19844381859 scopus 로고    scopus 로고
    • On the superlinear local convergence of a filter-SQP method
    • S. Ulbrich (2004b), 'On the superlinear local convergence of a filter-SQP method', Math. Program., Ser. B 100(1), 217-245.
    • (2004) Math. Program., Ser. B , vol.100 , Issue.1 , pp. 217-245
    • Ulbrich, S.1
  • 239
    • 0002090173 scopus 로고
    • Symmetric quasi-definite matrices
    • R. J. Vanderbei (1995), 'Symmetric quasi-definite matrices', SIAM J. Optim. 5, 100-113.
    • (1995) SIAM J. Optim. , vol.5 , pp. 100-113
    • Vanderbei, R.J.1
  • 240
    • 0033293912 scopus 로고    scopus 로고
    • LOQO: An interior point code for quadratic programming
    • R. J. Vanderbei (1999), 'LOQO: An interior point code for quadratic programming', Optim. Methods Software 12, 451-484.
    • (1999) Optim. Methods Software , vol.12 , pp. 451-484
    • Vanderbei, R.J.1
  • 241
    • 0000287204 scopus 로고    scopus 로고
    • An interior point algorithm for nonconvex nonlinear programming
    • R. J. Vanderbei and D. F. Shanno (1999), 'An interior point algorithm for nonconvex nonlinear programming', Comput. Optim. Appl. 13, 231-252.
    • (1999) Comput. Optim. Appl. , vol.13 , pp. 231-252
    • Vanderbei, R.J.1    Shanno, D.F.2
  • 242
    • 0025505751 scopus 로고
    • Quadratic programming is is NP
    • S. A. Vavasis (1990), 'Quadratic programming is is NP', Inform. Process. Lett. 36(2), 73-77.
    • (1990) Inform. Process. Lett. , vol.36 , Issue.2 , pp. 73-77
    • Vavasis, S.A.1
  • 243
    • 19844370338 scopus 로고
    • Convex quadratic programming
    • Oxford University Press, Oxford
    • S. A. Vavasis (1991), Convex quadratic programming, in Nonlinear Optimization: Complexity Issues, Oxford University Press, Oxford, pp. 36-75.
    • (1991) Nonlinear Optimization: Complexity Issues , pp. 36-75
    • Vavasis, S.A.1
  • 245
    • 0000892372 scopus 로고    scopus 로고
    • Failure of global convergence for a class of interior point methods for nonlinear programming
    • A. Wächter and L. T. Biegler (2000), 'Failure of global convergence for a class of interior point methods for nonlinear programming', Math. Program. 88(3), 565-574.
    • (2000) Math. Program , vol.88 , Issue.3 , pp. 565-574
    • Wächter, A.1    Biegler, L.T.2
  • 246
    • 19844362076 scopus 로고    scopus 로고
    • Line search filter methods for nonlinear programming: Local convergence
    • T. J. Watson Research Center, Yorktown Heights, NY, USA
    • A. Wächter and L. T. Biegler (2003a), Line search filter methods for nonlinear programming: Local convergence, Technical Report RC23033(W0312-090), T. J. Watson Research Center, Yorktown Heights, NY, USA.
    • (2003) Technical Report , vol.RC23033W0312-090
    • Wächter, A.1    Biegler, L.T.2
  • 247
    • 19844362076 scopus 로고    scopus 로고
    • Line search filter methods for nonlinear programming: Motivation and global convergence
    • T. J. Watson Research Center, Yorktown Heights, NY, USA
    • A. Wächter and L. T. Biegler (2003b), Line search filter methods for nonlinear programming: Motivation and global convergence, Technical Report RC23036(W0304-181), T. J. Watson Research Center, Yorktown Heights, NY, USA.
    • (2003) Technical Report , vol.RC23036W0304-181
    • Wächter, A.1    Biegler, L.T.2
  • 248
    • 24944544105 scopus 로고    scopus 로고
    • On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
    • IBM T. J. Watson Research Center, Yorktown Heights, NY, USA
    • A. Wächter and L. T. Biegler (2004), On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming, Research report RC 23149, IBM T. J. Watson Research Center, Yorktown Heights, NY, USA.
    • (2004) Research Report , vol.RC 23149
    • Wächter, A.1    Biegler, L.T.2
  • 249
    • 84971922797 scopus 로고
    • Interior methods for constrained optimization
    • Cambridge University Press
    • M. H. Wright (1992), Interior methods for constrained optimization, in Acta Numerica, Vol. 1, Cambridge University Press, pp. 341-407.
    • (1992) Acta Numerica , vol.1 , pp. 341-407
    • Wright, M.H.1
  • 251
    • 12344256897 scopus 로고    scopus 로고
    • A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
    • Online First DOI 10.1007/s10107-004-0508-9
    • H. Yamashita, H. Yabe and T. Tanabe (2004), 'A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization', Math. Program. Online First DOI 10.1007/s10107-004- 0508-9.
    • (2004) Math. Program.
    • Yamashita, H.1    Yabe, H.2    Tanabe, T.3
  • 252
    • 0004212716 scopus 로고    scopus 로고
    • Wiley-Interscience Series in Discrete Mathematics and Optimization, Wiley, New York, USA
    • Y. Ye (1997), Interior Point Algorithms, Theory and Analysis, Wiley-Interscience Series in Discrete Mathematics and Optimization, Wiley, New York, USA.
    • (1997) Interior Point Algorithms, Theory and Analysis
    • Ye, Y.1
  • 253
    • 0036354771 scopus 로고    scopus 로고
    • Warm-start strategies in interior-point methods for linear programming
    • E. A. Yildirim and S. J. Wright (2002), 'Warm-start strategies in interior-point methods for linear programming', SIAM J. Optim. 12(3), 782-810.
    • (2002) SIAM J. Optim. , vol.12 , Issue.3 , pp. 782-810
    • Yildirim, E.A.1    Wright, S.J.2
  • 255
    • 0347433923 scopus 로고    scopus 로고
    • On the truncated conjugate-gradient method
    • Y. Yuan (2000), 'On the truncated conjugate-gradient method', Math. Program., Ser. A 87(3), 561-573.
    • (2000) Math. Program., Ser. A , vol.87 , Issue.3 , pp. 561-573
    • Yuan, Y.1
  • 256
    • 0000252459 scopus 로고
    • On the convergence of a class of infeasible interior-point methods for the horizontal linear complementarity problem
    • Y. Zhang (1994), 'On the convergence of a class of infeasible interior-point methods for the horizontal linear complementarity problem', SIAM J. Optim. 4(1), 208-227.
    • (1994) SIAM J. Optim. , vol.4 , Issue.1 , pp. 208-227
    • Zhang, Y.1
  • 257
    • 0031345518 scopus 로고    scopus 로고
    • Algorithm 778. L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization
    • C. Zhu, R. H. Byrd, P. Lu and J. Nocedal (1997), 'Algorithm 778. L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization', ACM Trans. Math. Software 23(4), 550-560.
    • (1997) ACM Trans. Math. Software , vol.23 , Issue.4 , pp. 550-560
    • Zhu, C.1    Byrd, R.H.2    Lu, P.3    Nocedal, J.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.