[图书][B] Iterative methods for optimization

CT Kelley - 1999 - SIAM
This book on unconstrained and bound constrained optimization can be used as a tutorial
for self-study or a reference by those who solve such problems in their work. It can also …

[图书][B] Semismooth Newton methods for variational inequalities and constrained optimization problems in function spaces

M Ulbrich - 2011 - SIAM
This book provides a comprehensive treatment of a very successful class of methods for
solving optimization problems with PDE and inequality constraints as well as variational …

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 …

A globally convergent primal-dual interior-point filter method for nonlinear programming

M Ulbrich, S Ulbrich, LN Vicente - Mathematical Programming, 2004 - Springer
In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the
primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit …

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-negative least-squares variance component estimation with application to GPS time series

AR Amiri-Simkooei - Journal of Geodesy, 2016 - Springer
The problem of negative variance components is probable to occur in many geodetic
applications. This problem can be avoided if non-negativity constraints on variance …

Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems

M Ulbrich - SIAM Journal on Optimization, 2001 - SIAM
We develop and analyze a class of trust-region methods for bound-constrained semismooth
systems of equations. The algorithm is based on a simply constrained differentiable …

Numerical methods for nonlinear equations

CT Kelley - Acta Numerica, 2018 - cambridge.org
This article is about numerical methods for the solution of nonlinear equations. We consider
both the fixed-point form and explain why both versions are necessary to understand the …

[PDF][PDF] Nonsmooth Newton-like methods for variational inequalities and constrained optimization problems in function spaces

M Ulbrich - Habilitation, Technical University of Munich, Munich, 2002 - researchgate.net
A central theme of applied mathematics is the design of accurate mathematical models for a
variety of technical, financial, medical, and many other applications, and the development of …