Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data

DOI10.1007/s11081-020-09590-zzbMath1485.65061arXiv2005.05965OpenAlexW3129160922MaRDI QIDQ2138306

Jia-hui Lv, Geng Sun, Xin-long Luo

Publication date: 11 May 2022

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.05965

zbMATH Keywords

noisy datacontinuation methodunmanned aerial vehicledifferential-algebraic dynamical systemtrust-region techniquevisual-inertial localization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (4)

Primal-Dual Path-Following Methods and the Trust-Region Updating Strategy for Linear Programming with Noisy Data ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system ⋮ Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations

Uses Software

• Matlab
• RODAS
• fmincon

Cites Work

• Approximate greatest descent methods for optimization with equality constraints
• Combining trust-region techniques and Rosenbrock methods to compute stationary points
• ODE versus SQP methods for constrained optimization
• A geometric method in nonlinear programming
• One- and multistep discretizations of index 2 differential algebraic systems and their use in optimization
• A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems
• A prediction-correction dynamic method for large-scale generalized eigenvalue problems
• Recent advances in trust region algorithms
• Projected Pseudotransient Continuation
• A differential equation approach to nonlinear programming
• Numerical Optimization
• Introduction to Numerical Continuation Methods
• Pseudotransient Continuation and Differential-Algebraic Equations
• A dynamical systems approach to constrained minimization
• Trust Region Methods
• Trust Region Algorithms and Timestep Selection
• Solving 0 = F(t, y(t), y′(t)) in Matlab
• Projected Sequential Quadratic Programming Methods
• A Rapidly Convergent Descent Method for Minimization
• A Family of Variable-Metric Methods Derived by Variational Means
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