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  • 1
    Electronic Resource
    Electronic Resource
    A trust region method based on interior point techniques for nonlinear programming (2000)
    Springer
    Mathematical programming 89 (2000), S. 149-185 
    Details
    ISSN: 1436-4646
    Keywords: Key words: constrained optimization – interior point method – large-scale optimization – nonlinear programming – primal method – primal-dual method – SQP iteration – barrier method – trust region method Mathematics Subject Classification (1991): 20E28, 20G40, 20C20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. An algorithm for minimizing a nonlinear function subject to nonlinear inequality constraints is described. It applies sequential quadratic programming techniques to a sequence of barrier problems, and uses trust regions to ensure the robustness of the iteration and to allow the direct use of second order derivatives. This framework permits primal and primal-dual steps, but the paper focuses on the primal version of the new algorithm. An analysis of the convergence properties of this method is presented.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/PL00011391
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    Paper (German National Licenses)
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  • 2
    Electronic Resource
    Electronic Resource
    Numerical Experience with a Reduced Hessian Method for Large Scale Constrained Optimization (2000)
    Springer
    Computational optimization and applications 15 (2000), S. 45-67 
    Details
    ISSN: 1573-2894
    Keywords: Successive Quadratic Programming ; reduced Hessian methods ; constrained optimization ; quasi-Newton method ; large-scale optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The reduced Hessian SQP algorithm presented in Biegler et al. [SIAM J. Optimization, Vol. 5, no. 2, pp. 314–347, 1995.] is developed in this paper into a practical method for large-scale optimization. The novelty of the algorithm lies in the incorporation of a correction vector that approximates the cross term ZTWYpY. This improves the stability and robustness of the algorithm without increasing its computational cost. The paper studies how to implement the algorithm efficiently, and presents a set of tests illustrating its numerical performance. An analytic example, showing the benefits of the correction term, is also presented.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008723031056
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    Paper (German National Licenses)
    Fulltext
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