On the accurate identification of active constraints
, 1998 . We consider nonlinear programs with inequality constraints, and we focus on the problem of identifying those constraints which will be active at an isolated local solution.
Francisco Facchinei +2 more
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A New Strategy for Solving Variational Inequalities in Bounded Polytopes
, 1995 . We consider variational inequality problems where the convex set under consideration is a bounded polytope. We define an associated box constrained minimization problem and we prove that, under a general condition on the Jacobian, the stationary points
Jose Mario Martinez +2 more
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Trust Region Affine Scaling Algorithms for Linearly Constrained Convex and Concave Programs
, 1996 We study a trust region affine scaling algorithm for solving the linearly constrained convex or concave programming problem. Under primal nondegeneracy assumption, we prove that every accumulation point of the sequence generated by the algorithm ...
Yanhui Wang, Renato D.C. Monteiro
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A forward-backward penalty scheme with inertial effects for monotone inclusions. Applications to convex bilevel programming. [PDF]
Optimization, 2019 Boţ RI, Nguyen DK.
europepmc +1 more source
, 1997 In this paper we propose a subspace limited memory quasi-Newton method for solving large-scale optimization with simple bounds on the variables. The limited memory quasiNewton method is used to update the variables with indices outside of the active set,
Y. Yuan, Q. Ni
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ORTHOGONAL TRACE-SUM MAXIMIZATION: APPLICATIONS, LOCAL ALGORITHMS, AND GLOBAL OPTIMALITY. [PDF]
SIAM J Matrix Anal Appl, 2021 Won JH, Zhou H, Lange K.
europepmc +1 more source
Improved interval methods for solving circle packing problems in the unit square. [PDF]
J Glob Optim, 2021 Markót MC.
europepmc +1 more source
The efficient computation of sparse Jacobian matrices using automatic differentiation
, 1995 This paper is concerned with the efficient computation of sparse Jacobian matrices of nonlinear vector maps using automatic differentiation (AD). Specifically, we propose the use of a graph coloring technique, bi-coloring, to exploit the sparsity of the ...
Thomas Coleman +3 more
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A tensor trust-region model for nonlinear system. [PDF]
J Inequal Appl, 2018 Wang S, Liu S.
europepmc +1 more source
Optimizing Of Sums And Products Of Linear Fractional Functions Under Linear Constraints
, 1995 . In this paper, we consider nonconvex optimization problems whose objective functions are composed of parts easily to optimize on polyhedral sets. This allows to develop algorithms which take advantage of the special structure of the problems.
Joachim Hirche
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