The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. II. An efficient implementation with linear least squares subproblems
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Publication:790581
DOI10.1007/BF01395811zbMath0534.65031OpenAlexW2884670864MaRDI QIDQ790581
Publication date: 1981
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/132751
numerical experimentsnumerical performanceinverse update techniqueleast square formulationline search functionquadratic subproblem
Related Items (10)
Approaches to optimization/simulation problems ⋮ A primal-dual augmented Lagrangian ⋮ Two-point mid-range approximation enhanced recursive quadratic programming method ⋮ A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function ⋮ A new technique for inconsistent QP problems in the SQP method ⋮ Optimal control of multibody systems in minimal coordinates ⋮ The kidney model as an inverse problem ⋮ Application of sequential quadratic programming software program to an actual problem ⋮ Equality and inequality constrained optimization algorithms with convergent stepsizes ⋮ An active set RQP algorithm for engineering design optimization
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