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SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
TLDR
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.
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Practical optimization
TLDR
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.
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Newton-type methods for unconstrained and linearly constrained optimization
TLDR
The methods are intimately based on the recurrence of matrix factorizations and are linked to earlier work on quasi-Newton methods and quadratic programming.
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Algorithms for the Solution of the Nonlinear Least-Squares Problem
TLDR
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.
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Numerical Linear Algebra and Optimization
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User''s guide for NPSOL (Ver-sion 4.0): A FORTRAN package for nonlinear programming
TLDR
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.
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On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
TLDR
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.
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User's Guide for SNOPT Version 7.4: Software for Large-Scale Nonlinear Programming
TLDR
SNOPT minimizes a linear or nonlinear function subject to bounds on the variables and sparse linear orNonlinear constraints and is suitable for large-scale linear and quadratic programming and for linearly constrained optimization, as well as for general nonlinear programs.
Fortran package for nonlinear programming. User's Guide for NPSOL (Version 4. 0)
This report forms the user's guide for Version 4.0 of NPSOL, a set of Fortran subroutines designed to minimize a smooth function subject to constraints, which may include simple bounds on the…
An algorithm for nonlinear optimization problems with binary variables
  • W. Murray, K. Ng
  • Computer Science, Mathematics
    Comput. Optim. Appl.
  • 1 October 2010
TLDR
The method the advocate first convexifies the problem and then solves a sequence of subproblems, whose solutions form a trajectory that leads to the solution, to illustrate how well the algorithm performs.
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