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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. Expand
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. Expand
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. Expand
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. Expand
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. Each section includes one or more components to which the corresponding components of super- and/or subjacent sections can beExpand
Algorithms for the Solution of the Nonlinear Least-Squares Problem
This paper describes a modification to the Gauss–Newton method for the solution of nonlinear least-squares problems. The new method seeks to avoid the deficiencies in the Gauss–Newton method byExpand
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 theExpand
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. Expand
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. Expand
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