Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
暂无分享,去创建一个
[1] J. Nocedal. Updating Quasi-Newton Matrices With Limited Storage , 1980 .
[2] C. Lemaréchal,et al. ON A BUNDLE ALGORITHM FOR NONSMOOTH OPTIMIZATION , 1981 .
[3] R. Mifflin. A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization , 1982 .
[4] F. Clarke. Optimization And Nonsmooth Analysis , 1983 .
[5] A. Bihain. Optimization of upper semidifferentiable functions , 1984 .
[6] K. Kiwiel. Methods of Descent for Nondifferentiable Optimization , 1985 .
[7] K. Kiwiel. An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems , 1985 .
[8] Krzysztof C. Kiwiel. A method of linearizations for linearly constrained nonconvex nonsmooth minimization , 1986, Math. Program..
[9] Roger Fletcher,et al. Practical methods of optimization; (2nd ed.) , 1987 .
[10] K. Kiwiel. A constraint linearization method for nondifferentiable convex minimization , 1987 .
[11] R. Fletcher. Practical Methods of Optimization , 1988 .
[12] David E. Goldberg,et al. Genetic Algorithms in Search Optimization and Machine Learning , 1988 .
[13] E. Panier,et al. A QP-Free, globally convergent, locally superlinearly convergent algorithm for inequality constrained optimization , 1988 .
[14] Claude Lemaréchal,et al. Some numerical experiments with variable-storage quasi-Newton algorithms , 1989, Math. Program..
[15] Krzysztof C. Kiwiel,et al. Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization , 1991, Math. Program..
[16] P. Neittaanmäki,et al. Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control , 1992 .
[17] Jochem Zowe,et al. A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results , 1992, SIAM J. Optim..
[18] Jorge Nocedal,et al. Representations of quasi-Newton matrices and their use in limited memory methods , 1994, Math. Program..
[19] Dimitri P. Bertsekas,et al. Nonlinear Programming , 1997 .
[20] Yurii Nesterov,et al. New variants of bundle methods , 1995, Math. Program..
[21] J. Herskovits,et al. On the computer implementation of feasible direction interior point algorithms for nonlinear optimization , 1997 .
[22] J. Herskovits. Feasible Direction Interior-Point Technique for Nonlinear Optimization , 1998 .
[23] L. Luksan,et al. Globally Convergent Variable Metric Method for Convex Nonsmooth Unconstrained Minimization1 , 1999 .
[24] Sven Leyffer,et al. A bundle filter method for nonsmooth nonlinear optimization , 1999 .
[25] L. Luksan,et al. Globally Convergent Variable Metric Method for Nonconvex Nondifferentiable Unconstrained Minimization , 2001 .
[26] Sasan Bakhtiari,et al. A Simple Primal-Dual Feasible Interior-Point Method for Nonlinear Programming with Monotone Descent , 2003, Comput. Optim. Appl..
[27] Adil M. Bagirov,et al. Parallelization of the Discrete Gradient Method of Non-smooth Optimization and Its Applications , 2003, International Conference on Computational Science.
[28] Andreas Wächter,et al. A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties , 2003, SIAM J. Optim..
[29] Kaisa Miettinen,et al. New limited memory bundle method for large-scale nonsmooth optimization , 2004, Optim. Methods Softw..
[30] Marjo S. Haarala. Large-scale nonsmooth optimization : variable metric bundle method with limited memory , 2004 .
[31] Claudia A. Sagastizábal,et al. An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter , 2005, SIAM J. Optim..
[32] Arkadi Nemirovski,et al. Non-euclidean restricted memory level method for large-scale convex optimization , 2005, Math. Program..
[33] Marjo S. Haarala,et al. Limited memory bundle algorithm for large bound constrained nonsmooth minization problems , 2006 .
[34] Kaisa Miettinen,et al. Globally convergent limited memory bundle method for large-scale nonsmooth optimization , 2007, Math. Program..
[35] Samir Elhedhli,et al. Nondifferentiable Optimization , 2009, Encyclopedia of Optimization.
[36] Claudia A. Sagastizábal,et al. A bundle-filter method for nonsmooth convex constrained optimization , 2008, Math. Program..
[37] Leon G. Higley,et al. Forensic Entomology: An Introduction , 2009 .