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SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
An SQP algorithm that uses a smooth augmented Lagrangian merit function and makes explicit provision for infeasibility in the original problem and the QP subproblems is discussed and a reduced-Hessian semidefinite QP solver (SQOPT) is discussed.
This ebook Practical Optimization by Philip E. Gill is presented in pdf format and the full version of this ebook in DjVu, ePub, doc, txt, PDF forms is presented.
An Augmented Lagrangian Method for Total Variation Video Restoration
- Stanley H. Chan, Ramsin Khoshabeh, Kristofor B. Gibson, P. Gill, Truong Q. Nguyen
- Computer ScienceIEEE Transactions on Image Processing
- 1 November 2011
The proposed algorithm, as opposed to existing methods, does not consider video restoration as a sequence of image restoration problems, rather, it treats a video sequence as a space-time volume and poses aspace-time total variation regularization to enhance the smoothness of the solution.
Interior Methods for Nonlinear Optimization
A condensed, selective look at classical material and recent research about interior methods for nonlinearly constrained optimization shows how their influence has transformed both the theory and practice of constrained optimization.
Newton-type methods for unconstrained and linearly constrained optimization
The methods are intimately based on the recurrence of matrix factorizations and are linked to earlier work on quasi-Newton methods and quadratic programming.
Algorithms for the Solution of the Nonlinear Least-Squares Problem
The new method seeks to avoid the deficiencies in the Gauss–Newton method by improving, when necessary, the Hessian approximation by specifically including or approximating some of the neglected terms.
Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
Large-scale general (nonconvex) nonlinear programming when first and second derivatives of the objective and constraint functions are available is concerned, and a method suitable for large problems can be obtained.
Numerical Linear Algebra and Optimization
User''s guide for NPSOL (Ver-sion 4.0): A FORTRAN package for nonlinear programming
A multisectional support useful as a trellis and for other purposes and one or more components to which the corresponding components of super- and/or subjacent sections can be assembled.
On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
This work reviews classical barrier-function methods for nonlinear programming based on applying a logarithmic transformation to inequality constraints and shows a “projected Newton barrier” method to be equivalent to Karmarkar's projective method for a particular choice of the barrier parameter.