[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 …
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 …
solving optimization problems with PDE and inequality constraints as well as variational …
Newton's method for large bound-constrained optimization problems
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 …
approach relies on the geometry of the feasible set, not on the particular representation in …
A new active set algorithm for box constrained optimization
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 …
consists of a nonmonotone gradient projection step, an unconstrained optimization step, and …
A globally convergent primal-dual interior-point filter method for nonlinear programming
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 …
primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit …
Numerical methods for large-scale nonlinear optimization
Recent developments in numerical methods for solving large differentiable nonlinear
optimization problems are reviewed. State-of-the-art algorithms for solving unconstrained …
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 …
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 …
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 …
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 …
variety of technical, financial, medical, and many other applications, and the development of …