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Nonmonotone Line Search for Minimax Problems
(1991)
It was recently shown that, in the solution of smooth constrained optimization problems by sequential programming (SQP), the Maratos effect can be prevented by means of a certain nonmonotone (more precisely, four-step ...
A Simple quadratically convergent Interior Point Algorithm for Linear Programming and Convex quadratic Programming
(1993)
An algorithm for linear programming (LP) and convex quadratic programming (CQP) is proposed, based on an interior point iteration introduced more than ten years ago by J. Herskovits for the solution of nonlinear programming ...
An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
(1993)
A common strategy for achieving global convergence in the solution of semi-infinite programming (SIP) problems, and in particular of continuous minimax problems, is to (approximately) solve a sequence of discretized problems, ...
An SQP Algorithm for Finely Discretized SIP Problems and Other Problems with Many Constraints
(1992)
A Common strategy for achieving global convergence in the solution of semi-infinite programming (SIP) problems is to (approximately) solve a sequence of discretized problems, with a progressively finer discretization mesh. ...
User's Guide for FSQP Version 3.0c: A FORTRAN Code for Solving Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality and Linear Constraints
(1992)
FSQP 3.0c is a set of FORTRAN subroutines 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 ...
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
(1994)
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 ...