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  • Articles  (5)
  • nonlinear programming  (5)
  • Springer  (5)
  • 1975-1979  (5)
  • 1975  (5)
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  • Articles  (5)
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  • Springer  (5)
Years
  • 1975-1979  (5)
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 15 (1975), S. 667-684 
    ISSN: 1573-2878
    Keywords: Necessary conditions ; mathematical programming ; Banach spaces ; optimization theorems ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, necessary optimality conditions for nonlinear programs in Banach spaces and constraint qualifications for their applicability are considered. A new optimality condition is introduced, and a constraint qualification ensuring the validity of this condition is given. When the domain space is a reflexive space, it is shown that the qualification is the weakest possible. If a certain convexity assumption is made, then this optimality condition is shown to reduce to the well-known extension of the Kuhn-Tucker conditions to Banach spaces. In this case, the constraint qualification is weaker than those previously given.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 17 (1975), S. 481-491 
    ISSN: 1573-2878
    Keywords: Parameter optimization ; suboptimal control ; trajectory optimization ; Newton-Raphson methods ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The optimal control problem is reduced to a suboptimal control problem by assuming the control histories to have particular functional forms involving a number of undetermined constants (Raleigh-Ritz method). A second-order parameter optimization method is discussed and applied to the suboptimal control problem. Also, it is shown that this approach can be used to obtain approximate Lagrange multiplier distributions for optimal control problems.
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 16 (1975), S. 25-38 
    ISSN: 1573-2878
    Keywords: Mathematical programming ; quadratically convergent algorithms ; conjugate-direction methods ; linearly constrained nonlinear programming ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract An iterative procedure is presented which uses conjugate directions to minimize a nonlinear function subject to linear inequality constraints. The method (i) converges to a stationary point assuming only first-order differentiability, (ii) has ann-q step superlinear or quadratic rate of convergence with stronger assumptions (n is the number of variables,q is the number of constraints which are binding at the optimum), (iii) requires the computation of only the objective function and its first derivatives, and (iv) is experimentally competitive with well-known methods.
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 16 (1975), S. 409-428 
    ISSN: 1573-2878
    Keywords: Stability of infinite programs ; continuity of mathematical programs ; nonlinear programming ; infinitely constrained problems ; stability analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The primary concern of this paper is to investigate stability conditions for the mathematical program: findx ∈E n that maximizesf(x):g j(x)≦0 for somej ∈J, wheref is a real scalarvalued function and eachg is a real vector-valued function of possibly infinite dimension. It should be noted that we allow, possibly infinitely many, disjunctive forms. In an earlier work, Evans and Gould established stability theorems wheng is a continuous finite-dimensional real-vector function andJ=1. It is pointed out that the results of this paper reduce to the Evans-Gould results under their assumptions. Furthermore, since we use a slightly more general definition of lower and upper semicontinuous point-to-set mappings, we can dispense with the continuity ofg (except in a few instances where it is implied by convexity assumptions).
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 16 (1975), S. 1-24 
    ISSN: 1573-2878
    Keywords: Penalty-function methods ; mathematical programming ; nonlinear programming ; pseudo Newton-Raphson methods ; parameter optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract An effective algorithm is described for solving the general constrained parameter optimization problem. The method is quasi-second-order and requires only function and gradient information. An exterior point penalty function method is used to transform the constrained problem into a sequence of unconstrained problems. The penalty weightr is chosen as a function of the pointx such that the sequence of optimization problems is computationally easy. A rank-one optimization algorithm is developed that takes advantage of the special properties of the augmented performance index. The optimization algorithm accounts for the usual difficulties associated with discontinuous second derivatives of the augmented index. Finite convergence is exhibited for a quadratic performance index with linear constraints; accelerated convergence is demonstrated for nonquadratic indices and nonlinear constraints. A computer program has been written to implement the algorithm and its performance is illustrated in fourteen test problems.
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