Richard H. Byrd, Nicholas I.M. Gould, Jorge Nocedal, Richard A. Waltz  Home/Search
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Abstract: This paper describes an active-set algorithm for large-scale nonlinear programming based on the successive linear programming method proposed by Fletcher and Sainz de la Maza [10]. The step computation is performed in two stages. In the first stage a linear program is solved to estimate the active set at the solution. The linear program is obtained by making a linear approximation to the ` 1 penalty function inside a trust region. In the second stage, an equality constrained quadratic... (Update)
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BibTeX entry: (Update)
@misc{ byrd-algorithm,
author = "Richard H. Byrd and Nicholas I.M. Gould and Jorge Nocedal and Richard A.
Waltz",
title = "An Algorithm for Nonlinear Optimization Using Linear Programming and Equality
Constrained Subproblems",
url = "citeseer.ist.psu.edu/byrd03algorithm.html" }
Citations (may not include all citations):663 Practical Optimization (context) - Gill, Murray et al. - 1981
149 CUTE: Constrained and Unconstrained Testing Environment - Bongartz, Conn et al. - 1995
125 LANCELOT: a Fortran package for Large-scale Nonlinear Optimi.. (context) - Conn, Gould et al. - 1992
60 An interior point algorithm for large scale nonlinear progra.. - Byrd, Hribar et al. - 1999
58 SNOPT: An SQP algorithm for large-scale constrained optimiza.. - Gill, Murray et al. - 2002
58 User's Manual (context) - CPLEX - 2002
58 Nonlinear programming without a penalty function - Fletcher, Leyffer - 2002
49 A new algorithm for unconstrained optimization (context) - Powell - 1970
22 Fortran subroutines for large-scale bound constrained optimi.. - Zhu, Byrd et al. - 1997
21 Benchmarking optimization software with performance profiles - Dolan, Mor'e - 2002
18 Solving the trust-region subproblem using the Lanczos method - Gould, Lucidi et al. - 1999
16 Newton's method for large bound-constrained optimization pro.. - Lin, Mor'e - 1999
14 A catalogue of subroutines (context) - Library - 2000
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13 Exact penalty function algorithms for finite-dimensional and.. (context) - Maratos - 1978
9 Volume 2: Constrained Optimization (context) - Fletcher, of - 1981
8 Conditions for convergence of trust region algorithms for no.. (context) - Yuan - 1985
8 Nonlinear programming and nonsmooth optimization by successi.. (context) - Fletcher, de la - 1989
8 the solution of equality constrained quadratic problems aris.. (context) - Gould, Hribar et al. - 2001
4 Technical Report TRPA (context) - Orban, CUTEr et al. - 2003
2 Algorithms for large-scale nonlinear optimization (context) - Waltz - 2002
2 A Fortran subroutine for unconstrained minimization requirin.. (context) - Powell - 1970
1 KNITRO user's manual (context) - Waltz, Nocedal - 2003
1 the convergence of successive linear programming algorithms - Byrd, Gould et al. - 2002
1 the global convergence of an SLP-filter algorithm that takes.. - Chin, Fletcher - 1999
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