Now showing items 1-6 of 6
On Feasibility, Descent and Superlinear Convergence in Inequality Constrained Optimization.
Extension of quasi-Newton techniques from unconstrained to constrained optimization via Sequential Quadratic Programming (SQP) presents several difficulties. Among these are the possible inconsistency, away from the solution, ...
User's Guite for FSQP Version 1.0: A Fortran Software for Solving Optimization Problems with General Inequality Constraints and Linear Equality Constraints, Generating Feasible Iterates.
FSQP is a set of Fortran subroutines for the minimization of a smooth objective function subject to nonlinear smooth inequality constraints, linear inequality and linear equality constraints, and simple bounds on the ...
On Robust Eigenvalue Location.
The concepts of guardian and semiguardian maps were recently introduced as tools for assessing robust generalized stability of parametrized families of matrices or polynomials. Necessary and sufficient conditions were ...
Maximal Range for Generalized Stability- Application to Two Physically Motivated Examples.
Some recent results on guardian maps and their application to generalized robust stability are reviewed and a characterization of the maximum stability range is obtained. This framework is then applied to the analysis of ...
Avoiding the Maratos Effect by Means of a Nonrnonotone Line Search: I. General Constrained Problems.
An essential condition for quasi-Newton optimization methods to converge superlinearly is that a full step of one be taken close to the solution. It is well known that, when dealing with constrained optimization problems, ...
Robustness under Uncertainly with Phase Information.
The framework of Doyle's structured angular value is extended to take advantage of possibly available phase information on the dynamic uncertainty. A computable upper bound is obtained for this phase-sensitive structured ...