[图书][B] Optimization theory and methods: nonlinear programming

W Sun, YX Yuan - 2006 - books.google.com
Optimization Theory and Methods can be used as a textbook for an optimization course for
graduates and senior undergraduates. It is the result of the author's teaching and research …

A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds

A Conn, N Gould, P Toint - Mathematics of computation, 1997 - ams.org
We consider the global and local convergence properties of a class of Lagrangian barrier
methods for solving nonlinear programming problems. In such methods, simple bound …

[图书][B] LANCELOT: a Fortran package for large-scale nonlinear optimization (Release A)

AR Conn, GIM Gould, PL Toint - 2013 - books.google.com
LANCELOT is a software package for solving large-scale nonlinear optimization problems.
This book is our attempt to provide a coherent overview of the package and its use. This …

[图书][B] Nonlinear programming and variational inequality problems: a unified approach

M Patriksson - 2013 - books.google.com
Since I started working in the area of nonlinear programming and, later on, variational
inequality problems, I have frequently been surprised to find that many algorithms, however …

Newton's method for large bound-constrained optimization problems

CJ Lin, JJ Moré - SIAM Journal on Optimization, 1999 - SIAM
We analyze a trust region version of Newton's method for bound-constrained problems. Our
approach relies on the geometry of the feasible set, not on the particular representation in …

A new active set algorithm for box constrained optimization

WW Hager, H Zhang - SIAM Journal on Optimization, 2006 - SIAM
An active set algorithm (ASA) for box constrained optimization is developed. The algorithm
consists of a nonmonotone gradient projection step, an unconstrained optimization step, and …

On the accurate identification of active constraints

F Facchinei, A Fischer, C Kanzow - SIAM Journal on Optimization, 1998 - SIAM
We consider nonlinear programs with inequality constraints, and we focus on the problem of
identifying those constraints which will be active at an isolated local solution. The correct …

Numerical methods for large-scale nonlinear optimization

N Gould, D Orban, P Toint - Acta Numerica, 2005 - cambridge.org
Recent developments in numerical methods for solving large differentiable nonlinear
optimization problems are reviewed. State-of-the-art algorithms for solving unconstrained …

Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints

PL Toint - Mathematical programming, 1997 - Springer
This paper presents two new trust-region methods for solving nonlinear optimization
problems over convex feasible domains. These methods are distinguished by the fact that …

An assessment of nonmonotone linesearch techniques for unconstrained optimization

PL Toint - SIAM Journal on Scientific Computing, 1996 - SIAM
The purpose of this paper is to discuss the potential of nonmonotone techniques for
enforcing convergence of unconstrained minimization algorithms from starting points distant …