Nonlinear Constrained Optimization: Methods and Software
ARGONNE NATIONAL LABORATORY9700 South Cass AvenueArgonne, Illinois 60439Nonlinear Constrained optimization : Methods and SoftwareSven Leyffer and Ashutosh MahajanMathematics and Computer Science DivisionPreprint ANL/MCS-P1729-0310March 17, 2010This work was supported by the Office of Advanced Scientific Computing Research, Office of Science, Departmentof Energy, under Contract Background and Introduction12 Convergence Test and Termination Conditions23 Local Model: Improving a Solution Linear and Quadratic Programming . . . . . . . . . . . . . . . . . . . . . . Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .54 Globalization Strategy: Convergence from Remote Starting Lagrangian Methods .
1 Background and Introduction1 2 Convergence Test and Termination Conditions2 ... IL 60439, mahajan@mcs.anl.gov. 1. 2 Sven Leyffer and Ashutosh Mahajan In general, one cannot solve (1.1) directly or explicitly. Instead, an iterative method is used that solves a sequence of simpler, approximate subproblems to generate a sequence of approximate
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