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  • Nonlinear programming  (24)
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  • Articles  (24)
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 5 (1986), S. 485-500 
    ISSN: 1572-9338
    Keywords: Nonlinear programming ; sequential quadratic programming method ; numerical implementation ; test results
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract NLPQL is a FORTRAN implementation of a sequential quadratic programming method for solving nonlinearly constrained optimization problems with differentiable objective and constraint functions. At each iteration, the search direction is the solution of a quadratic programming subproblem. This paper discusses the organization of NLPQL, including the formulation of the subproblem and the information that must be provided by a user. A summary is given of the performance of different algorithmic options of NLPQL on a collection of test problems (115 hand-selected or application problems, 320 randomly generated problems). The performance of NLPQL is compared with that of some other available codes.
    Type of Medium: Electronic Resource
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  • 2
    ISSN: 1572-9338
    Keywords: Nonlinear programming ; decomposition ; branch and bound ; network ; transportation ; mixed integer programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This paper describes the formulation of a nonlinear mixed integer programming model for a large-scale product development and distribution problem and the design and computational implementation of a special purpose algorithm to solve the model. The results described demonstrate that integrating the art of modeling with the sciences of solution methodology and computer implementation provides a powerful approach for attacking difficult problems. The efforts described here were successful because they capitalized on the wealth of existing modeling technology and algorithm technology, the availability of efficient and reliable optimization, matrix generation and graphics software, and the speed of large-scale computer hardware. The model permitted the combined use of decomposition, general linear programming and network optimization within a branch and bound algorithm to overcome mathematical complexity. The computer system reliably found solutions with considerably better objective function values 30 to 50 times faster than had been achieved using general purpose optimization software alone. Throughout twenty months of daily use, the system was credited with providing insights and suggesting strategies that led to very large dollar savings.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 35 (1986), S. 253-264 
    ISSN: 1436-4646
    Keywords: Nonlinear programming ; successive quadratic programming ; Maratos effect ; exact penalty function ; superlinear convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents a successive quadratic programming algorithm for solving general nonlinear programming problems. In order to avoid the Maratos effect, direction-finding subproblems are derived by modifying the second-order approximations to both objective and constraint functions of the problem. We prove that the algorithm possesses global and superlinear convergence properties.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 43 (1989), S. 235-256 
    ISSN: 1436-4646
    Keywords: Nonlinear programming ; nonsmooth optimization ; global convergence ; superlinear convergence ; trust region method ; Coleman-Conn method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Methods are considered for solving nonlinear programming problems using an exactl 1 penalty function. LP-like subproblems incorporating a trust region constraint are solved successively both to estimate the active set and to provide a foundation for proving global convergence. In one particular method, second order information is represented by approximating the reduced Hessian matrix, and Coleman-Conn steps are taken. A criterion for accepting these steps is given which enables the superlinear convergence properties of the Coleman-Conn method to be retained whilst preserving global convergence and avoiding the Maratos effect. The methods generalize to solve a wide range of composite nonsmooth optimization problems and the theory is presented in this general setting. A range of numerical experiments on small test problems is described.
    Type of Medium: Electronic Resource
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 40 (1988), S. 213-221 
    ISSN: 1436-4646
    Keywords: Nonlinear programming ; convex programming ; sensitivity and stability analysis ; parametric solutions ; optimal solution bounds
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a new method for computing bounds on parametric solutions of convex problems. The approach is based on a uniform quadratic underestimation of the objective function and a simple technique for the calculation of bounds on the optimal value function.
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 1 (1986), S. 529-535 
    ISSN: 1432-0541
    Keywords: Homotopy ; Linear programming ; Interior point methods ; Nonlinear programming ; Karmarkar's method ; Quadratic regularization ; Path-following
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this note, we consider the solution of a linear program, using suitably adapted homotopy techniques of nonlinear programming and equation solving that move through the interior of the polytope of feasible solutions. The homotopy is defined by means of a quadratic regularizing term in an appropriate metric. We also briefly discuss algorithmic implications and connections with the affine variant of Karmarkar's method.
    Type of Medium: Electronic Resource
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 55 (1987), S. 271-287 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; nondifferentiable optimization ; minimax problems ; semi-infinite programming ; recursive quadratic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider the problem of minimizing a nondifferentiable function that is the pointwise maximum over a compact family of continuously differentiable functions. We suppose that a certain convex approximation to the objective function can be evaluated. An iterative method is given which uses as successive search directions approximate solutions of semi-infinite quadratic programming problems calculated via a new generalized proximity algorithm. Inexact line searches ensure global convergence of the method to stationary points.
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 56 (1988), S. 359-383 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; SQP algorithms ; computational comparisons ; trust regions ; line searches
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract There are many variants of successive quadratic programming (SQP) algorithms. Important issues include: the choice of either line search or trust region strategies; the QP formulation to be used; and how the QP is to be solved. Here, we consider the QP's proposed by Fletcher and Powell and discuss a specialized reduced-gradient procedure for solving them. A computer implementation is described, and the various options are compared on some well-known test problems. Factors influencing robustness and speed are identified.
    Type of Medium: Electronic Resource
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  • 9
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 46 (1985), S. 23-30 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; stochastic optimization ; duality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper gives strong duality results in multistage stochastic programming without assuming compactness and without applying induction arguments.
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  • 10
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 47 (1985), S. 159-180 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; geometric programming ; posynomial geometric programs ; cutting planes ; subgradients
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, primal and dual cutting plane algorithms for the solution of posynomial geometric programming problems are presented. It is shown that these cuts are deepest, in the sense that they cut off as much of the infeasible set as possible. Problems of nondifferentiability in the dual cutting plane are circumvented by the use of a subgradient. Although the resulting dual problem seems easier to solve, the computational experience seems to show that the primal cutting plane outperforms the dual.
    Type of Medium: Electronic Resource
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