Name
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. |
Year | DOI | Venue |
|---|---|---|
2000 | 10.1007/PL00011391 | Math. Program. |
Keywords | Field | DocType |
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 | Trust region,Mathematical optimization,Nonlinear programming,Robustness (computer science),Duality (optimization),Quadratic programming,Sequential quadratic programming,Interior point method,Mathematics,Constrained optimization | Journal |
Volume | Issue | ISSN |
89 | 1 | 0025-5610 |
Citations | PageRank | References |
232 | 30.78 | 4 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Richard H. Byrd | 1 | 2234 | 227.38 |
| Jean Charles Gilbert | 2 | 516 | 66.88 |
| Jorge Nocedal | 3 | 3276 | 301.50 |