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Volumn 22, Issue 3, 2012, Pages 772-794

A sequential linear constraint programming algorithm for NLP

Author keywords

Filter; Linear constraint programming; Nonlinear programming; Robinson's method; Spectral gradient method

Indexed keywords

APPROXIMATE HESSIANS; FILTER; FIRST DERIVATIVE; LINEAR CONSTRAINTS; OPEN SOURCES; PRODUCTION QUALITY; REDUCED HESSIAN; ROBINSON; SPECTRAL GRADIENT METHOD; SUB-PROBLEMS; TEST PROBLEM; TRUST REGION;

EID: 84867301119     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/110844362     Document Type: Article
Times cited : (9)

References (12)
  • 1
    • 19844377201 scopus 로고    scopus 로고
    • An active-set algorithm for nonlinear programming using linear programming and equality constrained subproblems
    • R. H. Byrd, N. I. M. Gould, J. Nocedal, and R. A. Waltz, An active-set algorithm for nonlinear programming using linear programming and equality constrained subproblems, Math. Programming B, 100 (2004), pp. 27-48.
    • (2004) Math. Programming B , vol.100 , pp. 27-48
    • Byrd, R.H.1    Gould, N.I.M.2    Nocedal, J.3    Waltz, R.A.4
  • 2
    • 14944352190 scopus 로고    scopus 로고
    • On the global convergence of an SLP-filter algorithm that takes EQP steps
    • C. M. Chin and R. Fletcher, On the global convergence of an SLP-filter algorithm that takes EQP steps, Math. Programming, 96 (2003), pp. 161-177.
    • (2003) Math. Programming , vol.96 , pp. 161-177
    • Chin, C.M.1    Fletcher, R.2
  • 4
    • 2942523045 scopus 로고    scopus 로고
    • Dense factors of sparse matrices
    • M. D. Buhmann and A. Iserles, eds., Cambridge University Press, Cambridge
    • R. Fletcher, Dense factors of sparse matrices, in Approximation Theory and Optimization, M. D. Buhmann and A. Iserles, eds., Cambridge University Press, Cambridge, 1997.
    • (1997) Approximation Theory and Optimization
    • Fletcher, R.1
  • 5
    • 29044434919 scopus 로고    scopus 로고
    • Block triangular orderings and factors for sparse matrices in LP
    • Numerical analysis, D. F. Griffiths, D. J. Higham, and G. A. Watson, eds., Longman, Harlow, 1998
    • R. Fletcher, Block triangular orderings and factors for sparse matrices in LP, in Numerical analysis 1997, D. F. Griffiths, D. J. Higham, and G. A. Watson, eds., Pitman Res. Notes in Math. 380, Longman, Harlow, 1998, pp. 91-110.
    • (1997) Pitman Res. Notes in Math. , vol.380 , pp. 91-110
    • Fletcher, R.1
  • 6
    • 84866235041 scopus 로고    scopus 로고
    • A limited memory steepest descent method
    • DOI 10.1007/s10107-011-0479-6
    • R. Fletcher, A limited memory steepest descent method, Math. Programming, DOI 10.1007/s10107-011-0479-6, (2011), 26 pp.
    • (2011) Math. Programming
    • Fletcher, R.1
  • 7
    • 0001556338 scopus 로고    scopus 로고
    • Nonlinear programming without a penalty function
    • R. Fletcher and S. Leyffer, Nonlinear programming without a penalty function, Math. Programming, 91 (2002), pp. 239-270.
    • (2002) Math. Programming , vol.91 , pp. 239-270
    • Fletcher, R.1    Leyffer, S.2
  • 8
    • 0037288670 scopus 로고    scopus 로고
    • On the global convergence of a filter-SQP algorithm
    • R. Fletcher, S. Leyffer, and Ph. L. Toint, On the global convergence of a filter-SQP algorithm, SIAM J. Optim., 13 (2002), pp. 44-59.
    • (2002) SIAM J. Optim. , vol.13 , pp. 44-59
    • Fletcher, R.1    Leyffer, S.2    Toint, Ph.L.3
  • 9
    • 34249970002 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
  • 10
    • 0002121465 scopus 로고
    • A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
    • B. A. Murtagh and M. A. Saunders, A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints, Math. Programming Stud., 16 (1982), pp. 84-117.
    • (1982) Math. Programming Stud. , vol.16 , pp. 84-117
    • Murtagh, B.A.1    Saunders, M.A.2
  • 11
    • 0000061021 scopus 로고
    • A quadratically convergent method for general nonlinear programming problems
    • S. M. Robinson, A quadratically convergent method for general nonlinear programming problems, Math. Programming, 3 (1972), pp. 145-156.
    • (1972) Math. Programming , vol.3 , pp. 145-156
    • Robinson, S.M.1
  • 12
    • 0000238985 scopus 로고
    • A technique for resolving degeneracy in linear programming
    • P. Wolfe, A technique for resolving degeneracy in linear programming, J. Soc. Indust. Appl. Math., 11 (1963), pp. 205-211.
    • (1963) J. Soc. Indust. Appl. Math. , vol.11 , pp. 205-211
    • Wolfe, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.