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User’s Guide for CFSQP Version 2.5: A C Code for Solving (Large Scale) Constrained Nonlinear ((Minimax) Optiization Problems, Generating Iterates Satisfying All Inequality Constraints.
, 1997
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A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
 SIAM Journal on Optimization
, 2001
"... . A sequential quadratic programming (SQP) algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from previous feasible SQP algorithms proposed by various authors is a reduction in the amount of computation required to generate a new iterate while the pr ..."
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Cited by 56 (0 self)
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. A sequential quadratic programming (SQP) algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from previous feasible SQP algorithms proposed by various authors is a reduction in the amount of computation required to generate a new iterate while the proposed scheme still enjoys the same global and fast local convergence properties. A preliminary implementation has been tested and some promising numerical results are reported. Key words. sequential quadratic programming, SQP, feasible iterates, feasible SQP, FSQP AMS subject classifications. 49M37, 65K05, 65K10, 90C30, 90C53 PII. S1052623498344562 1.
User's Guide for FFSQP Version 3.7: A Fortran code for solving optimization programs, possibly minimax, with general inequality constraints and linear equality constraints, generating feasible iterates
, 1997
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Feasible Interior Methods Using Slacks for Nonlinear Optimization
 Computational Optimization and Applications
, 2002
"... A slackbased feasible interior point method is described which can be derived as a modification of infeasible methods. The modification is minor for most line search methods, but trust region methods require special attention. It is shown how the Cauchy point, which is often computed in trust regio ..."
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A slackbased feasible interior point method is described which can be derived as a modification of infeasible methods. The modification is minor for most line search methods, but trust region methods require special attention. It is shown how the Cauchy point, which is often computed in trust region methods, must be modified so that the feasible method is effective for problems containing both equality and inequality constraints. The relationship between slackbased methods and traditional feasible methods is discussed. Numerical results showing the relative performance of feasible versus infeasible interior point methods are presented.
SPG: Software for ConvexConstrained Optimization
, 2001
"... this paper we describe Fortran 77 software that implements the nonmonotone spectral projected gradient (SPG) algorithm. The SPG method applies to problems of the form min f(x) subject to x 2 ; where is a closed convex set in IR n . It is assumed that f is dened and has continuous partial deriva ..."
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Cited by 11 (4 self)
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this paper we describe Fortran 77 software that implements the nonmonotone spectral projected gradient (SPG) algorithm. The SPG method applies to problems of the form min f(x) subject to x 2 ; where is a closed convex set in IR n . It is assumed that f is dened and has continuous partial derivatives on an open set that contains Users of the software must supply subroutines to compute the function f(x), the gradient rf(x) and projections of an arbitrary point x onto Information about the Hessian matrix is not required and the storage requirements are minimal. Therefore, the algorithm is appropriate for largescale convexconstrained optimization problems with aordable projections onto the feasible set. Notice that the algorithm is also suitable for unconstrained optimization problems simply by setting = IR n
A Study on Metamodeling Techniques, Ensembles, and MultiSurrogates in Evolutionary Computation ABSTRACT
"... SurrogateAssisted Memetic Algorithm(SAMA) is a hybrid evolutionary algorithm, particularly a memetic algorithm that employs surrogate models in the optimization search. Since most of the objective function evaluations in SAMA are approximated, the search performance of SAMA is likely to be affected ..."
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Cited by 10 (1 self)
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SurrogateAssisted Memetic Algorithm(SAMA) is a hybrid evolutionary algorithm, particularly a memetic algorithm that employs surrogate models in the optimization search. Since most of the objective function evaluations in SAMA are approximated, the search performance of SAMA is likely to be affected by the characteristics of the models used. In this paper, we study the search performance of using different metamodeling techniques, ensembles, and multisurrogates in SAMA. In particular, we consider the SAMATRF, a SAMA model management framework that incorporates a trust region scheme for interleaving use of exact objective function with computationally cheap local metamodels during local searches. Four different metamodels, namely Gaussian Process (GP), Radial Basis Function (RBF), Polynomial Regression (PR), and Extreme Learning Machine
A quasiNewton penalty barrier method for convex minimization problems
, 2002
"... We describe an infeasible interior point algorithm for convex minimization problems. The method uses quasiNewton techniques for approximating the second derivatives and providing superlinear convergence. We propose a new feasibility control of the iterates by introducing shift variables and by pena ..."
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We describe an infeasible interior point algorithm for convex minimization problems. The method uses quasiNewton techniques for approximating the second derivatives and providing superlinear convergence. We propose a new feasibility control of the iterates by introducing shift variables and by penalizing them in the barrier problem. We prove global convergence under standard conditions on the problem data, without any assumption on the behavior of the algorithm.
A strongly convergent normrelaxed method of strongly subfeasible direction for optimization with nonlinear equality and inequality constraints
 Appl. Math. Comput
"... In this work, we consider the general constrained optimization problem with nonlinear equality and ..."
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In this work, we consider the general constrained optimization problem with nonlinear equality and
An Improved Sequential Quadratic Programming Algorithm for Solving General Nonlinear Programming Problems
, 2012
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