On the conditional acceptance of iterates in SAO algorithms based on convex separable approximations

Structural and Multidisciplinary Optimization

Volumn 42, Issue 2, 2010, Pages 165-178

  Groenwold, Albert A ^b   Etman, L F P ^a  

^a EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b NONE

Author keywords

Conservatism; Diagonal quadratic approximation; Filtered conservatism; Sequential approximate optimization (SAO); Sequential convex programming (SCP); Trust region method

Indexed keywords

CONSERVATISM; CONVEX PROGRAMMING; FILTERED CONSERVATISM; QUADRATIC APPROXIMATION; SEQUENTIAL APPROXIMATE OPTIMIZATION; TRUST-REGION METHODS;

APPROXIMATION ALGORITHMS; CONVEX OPTIMIZATION; OPTIMIZATION;

CONVERGENCE OF NUMERICAL METHODS;

EID: 77956618394     PISSN: 1615147X     EISSN: 16151488     Source Type: Journal    
DOI: 10.1007/s00158-010-0498-6     Document Type: Article

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