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An SQP Algorithm for Finely Discretized SIP Problems and Other Problems with Many Constraints
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. ...
When is the Multiaffine Image of a Cube a Polygon?
We give two simple sufficient conditions under which the multiaffine image on the complex plane of an m-dimensional cube is a convex polygon. A third condition which, in some generic sense, is necessary and sufficient is ...
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
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 ...