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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
(1990)
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 ...
Fast Feasible Direction Methods, with Engineering Applications
(1991)
Optimization problems arising in engineering applications often present distinctive features that are not exploited, or not accounted for, in standard numerical optimization algorithms and software codes. First, in many ...
A Note on the Positive Definiteness of BFGS Update in Constrained Optimization
(1990)
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 ...