Recent developments in constrained optimization
Open Access
- 1 June 1988
- journal article
- Published by Elsevier in Journal of Computational and Applied Mathematics
- Vol. 22 (2-3) , 257-270
- https://doi.org/10.1016/0377-0427(88)90405-0
Abstract
No abstract availableKeywords
This publication has 19 references indexed in Scilit:
- Sparse Matrix Methods in OptimizationSIAM Journal on Scientific and Statistical Computing, 1984
- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search functionNumerische Mathematik, 1982
- Collinear scaling and sequential estimation in sparse optimization algorithmsPublished by Springer Nature ,1982
- A projected Lagrangian algorithm and its implementation for sparse nonlinear constraintsPublished by Springer Nature ,1982
- The watchdog technique for forcing convergence in algorithms for constrained optimizationPublished by Springer Nature ,1982
- On the Estimation of Sparse Hessian MatricesSIAM Journal on Numerical Analysis, 1979
- Dual Variable Metric Algorithms for Constrained OptimizationSIAM Journal on Control and Optimization, 1977
- On the Estimation of Sparse Jacobian MatricesIMA Journal of Applied Mathematics, 1974
- Constrained Optimization Using a Nondifferentiable Penalty FunctionSIAM Journal on Numerical Analysis, 1973
- An Exact Potential Method for Constrained MaximaSIAM Journal on Numerical Analysis, 1969