Now showing items 1-10 of 13
A Measure of Worst-Case HPerformance and of Largest Acceptable Uncertainty
The structured singular value (SSV or ) is know 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 ݠon ...
Nonmonotone Line Search for Minimax Problems
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 ...
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 ...
User's Guide for ADIFFSQP Version 0.91
ADIFFSQP is a utility program that allows to user of the FFSQP constrained nonlinear optimization routines to invoke the computational differentiation (or automatic differentiation:AD) preprocessor ADIFOR2.0  conveniently
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. ...
Fast Feasible Direction Methods, with Engineering Applications
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 ...
Multiobjective Optimization of a Leg Mechanism with Various Spring Configurations for Force Reduction
In this paper, the design of a two degree-of-freedom leg mechanism is accomplished by a two-stage optimization process. In the first stage, leg dimensions are optimized with respect to three design objectives: minimize (i) ...
A Primal-Dual Interior-Point Method for Nonconvex Optimization with Multiple Logarithmic Barrier Parameters and with Strong Convergence Properties
It is observed that an algorithm proposed in the 1980s for thesolution of nonconvex constrained optimization problems is in fact aprimal-dual logarithmic barrier interior-point method closely related tomethods under current ...
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 ...
Feasible Sequential Quadratic Programming for Finely Discretized Problems from SIP
A sequential Quadratic Programming algorithm designed to efficiently solve nonlinear optimization problems with many inequality constraints, e.g. problems arising from finely discretized Semi-Infinite Programming, is ...