Now showing items 1-5 of 5
A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
A scheme---inspired from an old idea due to Mayne and Polak (Math. Prog.,vol.~11, 1976, pp.~67--80)---is proposed for extending to general smoothconstrained optimization problems a previously proposed feasibleinterior-point ...
A Primal-Dual Interior-Point Method for Nonconvex Optimization with Multiple Logarithmic Barrier Parameters and with Strong Convergence Properties
It is observed that an algorithm proposed in the 1980s for thesolution of nonconvex constrained optimization problems is in fact aprimal-dual logarithmic barrier interior-point method closely related tomethods under current ...
Nonlinear Equality Constraints in Feasible Sequential Quadratic Programming
A simple scheme is proposed for handling nonlinear equality constraints in the context of a previously introduced sequential quadratic programming (SQP) algorithm for inequality constrained problems, generating iterates ...
Feasible Sequential Quadratic Programming for Finely Discretized Problems from SIP
A sequential Quadratic Programming algorithm designed to efficiently solve nonlinear optimization problems with many inequality constraints, e.g. problems arising from finely discretized Semi-Infinite Programming, is ...
User's Guide for CFSQP Version 2.0: A C Code for Solving (Large Scale) Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality Constraints
CFSQP is a set of C functions for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to general smooth constraints. If the initial guess provided by the user is infeasible ...