Craig T. Lawrence

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A sequential quadratic programming (SQP) algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from previous feasible SQP algorithms proposed by various authors is a reduction in the amount of computation required to generate a new iterate while the proposed scheme still enjoys the same global and fast local(More)
A scheme|inspired from an old idea due to Mayne and Polak (Math. Prog., vol. 11, 1976, pp. 67{80)|is proposed for extending to general smooth constrained optimization problems a previously proposed feasible interior-point method for inequality constrained problems. It is shown that the primal-dual interior point framework allows for a signi cantly more e(More)
It is observed that an algorithm proposed in the 1980s for the solution of nonconvex constrained optimization problems is in fact a primal-dual logarithmic barrier interior-point method closely related to methods under current investigation in the research community. Its main distinguishing features are judicious selection and update of the multiple barrier(More)
A fast algorithm for the computation of the optimally frequency-dependent scaled H 1-norm of a nite dimensional LTI system is presented. It is well known that this quantity is an upper bound to the \-norm"; furthermore, it was recently shown to play a special role in the context of slowly time-varying uncertainty. Numerical experimentation suggests that the(More)
An exact-penalty-function-based scheme—inspired from an old idea due to Mayne and Polak [Math. Program., 11 (1976), pp. 67–80]—is proposed for extending to general smooth constrained optimization problems any given feasible interior-point method for inequality constrained problems. It is shown that the primal-dual interior-point framework allows for a(More)
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