메뉴 건너뛰기




Volumn 17, Issue 2, 2006, Pages 577-605

Active set identification in nonlinear programming

Author keywords

Active constraint identification; Degeneracy; Nonlinear programming

Indexed keywords

ACTIVE CONSTRAINT IDENTIFICATION; DEGENERACY; LOCAL CONVERGENCE; NONLINEAR PROGRAMMING ALGORITHMS;

EID: 34249040506     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/050626776     Document Type: Article
Times cited : (39)

References (25)
  • 1
    • 0000377218 scopus 로고
    • Projected Newton methods for optimization problems with simple constraints
    • D. P. BERTSEKAS, Projected Newton methods for optimization problems with simple constraints, SIAM J. Control Optim., 20 (1982), pp. 221-246.
    • (1982) SIAM J. Control Optim , vol.20 , pp. 221-246
    • BERTSEKAS, D.P.1
  • 2
    • 0025476209 scopus 로고
    • On the identification of active constraints II: The nonconvex case
    • J. BURKE, On the identification of active constraints II: The nonconvex case, SIAM J. Numer. Anal., 27 (1990), pp. 1081-1102.
    • (1990) SIAM J. Numer. Anal , vol.27 , pp. 1081-1102
    • BURKE, J.1
  • 3
    • 0000880309 scopus 로고
    • On the identification of active constraints
    • J. V. BURKE AND J. J. MORÉ, On the identification of active constraints, SIAM J. Numer. Anal., 25 (1988), pp. 1197-1211.
    • (1988) SIAM J. Numer. Anal , vol.25 , pp. 1197-1211
    • BURKE, J.V.1    MORÉ, J.J.2
  • 4
    • 0001356620 scopus 로고
    • Exposing constraints
    • J. V. BURKE AND J. J. MORÉ, Exposing constraints, SIAM J. Optim., 4 (1994), pp. 573-595.
    • (1994) SIAM J. Optim , vol.4 , pp. 573-595
    • BURKE, J.V.1    MORÉ, J.J.2
  • 5
    • 19844377201 scopus 로고    scopus 로고
    • An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
    • R. BYRD, N. I. M. GOULD, J. NOCEDAL, AND R. A. WALTZ, An algorithm for nonlinear optimization using linear programming and equality constrained subproblems, Math. Program., 100 (2004), pp. 27-48.
    • (2004) Math. Program , vol.100 , pp. 27-48
    • BYRD, R.1    GOULD, N.I.M.2    NOCEDAL, J.3    WALTZ, R.A.4
  • 6
    • 33646718636 scopus 로고    scopus 로고
    • On the convergence of successive linear-quadratic programming algorithms
    • R. H. BYRD, N. I. M. GOULD, J. NOCEDAL, AND R. A. WALTZ, On the convergence of successive linear-quadratic programming algorithms, SIAM J. Optim., 16 (2005), pp. 471-489.
    • (2005) SIAM J. Optim , vol.16 , pp. 471-489
    • BYRD, R.H.1    GOULD, N.I.M.2    NOCEDAL, J.3    WALTZ, R.A.4
  • 7
    • 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 J. Optim., 9 (1999), pp. 877-900.
    • (1999) SIAM J. Optim , vol.9 , pp. 877-900
    • BYRD, R.H.1    HRIBAR, M.E.2    NOCEDAL, J.3
  • 9
    • 0028387231 scopus 로고
    • A study of indicators for identifying zero variables in interior-point methods
    • A. S. EL-BAKRY, R. A. TAPIA, AND Y. ZHANG, A study of indicators for identifying zero variables in interior-point methods, SIAM Rev., 36 (1994), pp. 45-72.
    • (1994) SIAM Rev , vol.36 , pp. 45-72
    • EL-BAKRY, A.S.1    TAPIA, R.A.2    ZHANG, Y.3
  • 10
    • 0032244001 scopus 로고    scopus 로고
    • On the accurate identification of active constraints
    • F. FACCHINEI, A. FISCHER, AND C. KANZOW, On the accurate identification of active constraints, SIAM J. Optim., 9 (1998), pp. 14-32.
    • (1998) SIAM J. Optim , vol.9 , pp. 14-32
    • FACCHINEI, F.1    FISCHER, A.2    KANZOW, C.3
  • 12
    • 0024641718 scopus 로고
    • Nonlinear programming and nonsmooth optimization by successive linear programming
    • R. FLETCHER AND E. SAINZ DE LA MAZA, Nonlinear programming and nonsmooth optimization by successive linear programming, Math. Programming, 43 (1989), pp. 235-256.
    • (1989) Math. Programming , vol.43 , pp. 235-256
    • FLETCHER, R.1    SAINZ DE LA MAZA, E.2
  • 14
    • 0001129318 scopus 로고    scopus 로고
    • Stability in the presence of degeneracy and error estimation
    • W. W. HAGER AND M. S. GOWDA, Stability in the presence of degeneracy and error estimation, Math. Program., 85 (1999), pp. 181-192.
    • (1999) Math. Program , vol.85 , pp. 181-192
    • HAGER, W.W.1    GOWDA, M.S.2
  • 15
    • 4544378568 scopus 로고    scopus 로고
    • Identifying active constraints via partial smoothness and prox-regularity
    • W. HARE AND A. LEWIS, Identifying active constraints via partial smoothness and prox-regularity, J. Convex Anal., 11 (2004), pp. 251-266.
    • (2004) J. Convex Anal , vol.11 , pp. 251-266
    • HARE, W.1    LEWIS, A.2
  • 16
    • 0026136905 scopus 로고
    • Convergence of trust region algorithms for optimization with bounds when strict complementarity does not hold
    • M. LESCRENIER, Convergence of trust region algorithms for optimization with bounds when strict complementarity does not hold, SIAM J. Numer. Anal., 28 (1991), pp. 476-495.
    • (1991) SIAM J. Numer. Anal , vol.28 , pp. 476-495
    • LESCRENIER, M.1
  • 17
    • 0042031309 scopus 로고    scopus 로고
    • Active sets, nonsmoothness, and sensitivity
    • A. S. LEWIS, Active sets, nonsmoothness, and sensitivity, SIAM J. Optim., 13 (2002), pp. 702-725.
    • (2002) SIAM J. Optim , vol.13 , pp. 702-725
    • LEWIS, A.S.1
  • 18
    • 0028436629 scopus 로고
    • Local convergence of interior-point algorithms for degenerate monotone LCP
    • R. D. C. MONTEIRO AND S. J. WRIGHT, Local convergence of interior-point algorithms for degenerate monotone LCP, Comput. Optim. Appl., 3 (1994), pp. 131-155.
    • (1994) Comput. Optim. Appl , vol.3 , pp. 131-155
    • MONTEIRO, R.D.C.1    WRIGHT, S.J.2
  • 19
    • 0004267646 scopus 로고
    • Princeton University Press, Princeton, NJ
    • R. T. ROCKAFELLAR, Convex Analysis, Princeton University Press, Princeton, NJ, 1970.
    • (1970) Convex Analysis
    • ROCKAFELLAR, R.T.1
  • 21
    • 0027623858 scopus 로고
    • Identifiable surfaces in constrained optimization
    • S. J. WRIGHT, Identifiable surfaces in constrained optimization, SIAM J. Control Optim., 31 (1993), pp. 1063-1079.
    • (1993) SIAM J. Control Optim , vol.31 , pp. 1063-1079
    • WRIGHT, S.J.1
  • 22
    • 0038811728 scopus 로고    scopus 로고
    • Modifying SQP for degenerate problems
    • S. J. WRIGHT, Modifying SQP for degenerate problems, SIAM J. Optim., 13 (2002), pp. 470-497.
    • (2002) SIAM J. Optim , vol.13 , pp. 470-497
    • WRIGHT, S.J.1
  • 23
    • 14944380552 scopus 로고    scopus 로고
    • Constraint identification and algorithm stabilization for degenerate nonlinear programs
    • S. J. WRIGHT, Constraint identification and algorithm stabilization for degenerate nonlinear programs, Math. Program., 95 (2003), pp. 137-160.
    • (2003) Math. Program , vol.95 , pp. 137-160
    • WRIGHT, S.J.1
  • 24
    • 21044449922 scopus 로고    scopus 로고
    • On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm
    • N. YAMASHITA, H. DAN, AND M. FUKUSHIMA, On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm, Math. Program., 99 (2004), pp. 377-397.
    • (2004) Math. Program , vol.99 , pp. 377-397
    • YAMASHITA, N.1    DAN, H.2    FUKUSHIMA, M.3
  • 25
    • 30244459714 scopus 로고
    • On the finite convergence of interior-point algorithms for linear programming
    • Y. YE, On the finite convergence of interior-point algorithms for linear programming, Math. Programming, 57 (1992), pp. 325-336.
    • (1992) Math. Programming , vol.57 , pp. 325-336
    • YE, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.