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Nonlinear Programming 4 - 1st Edition - ISBN: 9780124686625, 9781483260174

Nonlinear Programming 4

1st Edition

Proceedings of the Nonlinear Programming Symposium 4 Conducted by the Computer Sciences Department at the University of Wisconsin–Madison, July 14-16, 1980

Editors: Olvi L. Mangasarian Robert R. Meyer Stephen M. Robinson
eBook ISBN: 9781483260174
Imprint: Academic Press
Published Date: 28th January 1981
Page Count: 560
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Nonlinear Programming, 4 focuses on linear, quadratic, and nonlinear programming, unconstrained minimization, nonsmooth and discrete optimization, ellipsoidal methods, linear complementarity problems, and software evaluation. The selection first elaborates on an upper triangular matrix method for quadratic programming, solving quadratic programs by an exact penalty function, and QP-based methods for large-scale nonlinearly constrained optimization. Discussions focus on large-scale linearly constrained optimization, search direction for superbasic variables, finite convergence, basic properties, comparison of three active set methods, and QP-based methods for dense problems. The book then examines an iterative linear programming algorithm based on an augmented Lagrangian and iterative algorithms for singular minimization problems. The publication ponders on the derivation of symmetric positive definite secant updates, preconditioned conjugate gradient methods, and finding the global minimum of a function of one variable using the method of constant signed higher order derivatives. Topics include effects of calculation errors, application to polynomial minimization, using moderate additional storage, updating Cholesky factors, and utilizing sparse second order information. The selection is a valuable source of data for researchers interested in nonlinear programming.

Table of Contents



An Upper Triangular Matrix Method for Quadratic Programming

Solving Quadratic Programs by an Exact Penalty Function

QP-Based Methods for Large-Scale Nonlinearly Constrained Optimization

Numerical Experiments with an Exact L1 Penalty Function Method

An Iterative Linear Programming Algorithm Based on an Augmented Lagrangian

Iterative Algorithms for Singular Minimization Problems

A New Derivation of Symmetric Positive Definite Secant Updates

On Preconditioned Conjugate Gradient Methods

Finding the Global Minimum of a Function of One Variable Using the Method of Constant Signed Higher Order Derivatives

On a Bundle Algorithm for Nonsmooth Optimization

Convergence Results in a Class of Variable Metric Subgradient Methods

Monotropic Programming: Descent Algorithms and Duality

Approximation and Convergence in Nonlinear Optimization

Upper Planes of Quadratic 0-1 Functions and Stability in Graphs

On the Existence of Fast Approximation Schemes

Polynomially Bounded Ellipsoid Algorithms for Convex Quadratic Programming

The Implicit Complementarity Problem

Methods for Evaluating Nonlinear Programming Software



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© Academic Press 1981
28th January 1981
Academic Press
eBook ISBN:

About the Editors

Olvi L. Mangasarian

Robert R. Meyer

Stephen M. Robinson

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