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.
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
- No. of pages:
- © Academic Press 1981
- 28th January 1981
- Academic Press
- eBook ISBN: