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User's Guide for FSQP Version 2.0 A Fortran Code for Solving Optimization Problems, Possibly Minimax, with General Inequality Constraints and Linear Equality Constraints, Generating Feasible Iterates
FSQP 2.0 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 nonlinear smooth inequality constraints, linear inequality and linear ...
Worst-Case HPerformance Under Structured Perturbations with Known Bounds
The structured singular value (SSV or ) is known to be an effective tool for assessing robust performance of linear time- invariant models subject to structured uncertainty. Yet all a single analysis provides is a bound ...
Robust Stability via the Guardian Map Approach: A Perspective
Guardian and semiguardian maps were recently introduced as tools for investigating generalized stability of parametrized families of matrices and of polynomials. Here we give a brief survey of the motivation and scope of ...
Robust Stability of Complex Families of Matrices and Polynomials
Recently, the authors introduced the "guardian map" approach as a unifying tool in the study of robust generalized stability questions for marametrized families of matrices and polynomials. Real matrices and polynomials ...
A Note on the Positive Definiteness of BFGS Update in Constrained Optimization
This note reviews a few existing methods to maintain the positive definiteness of BFGS in constrained optimization, and their impacts on both global and local convergence. The boundedness of the matrix from above is also ...