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183
Sequential Quadratic Programming
, 1995
"... this paper we examine the underlying ideas of the SQP method and the theory that establishes it as a framework from which effective algorithms can ..."
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Cited by 114 (2 self)
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this paper we examine the underlying ideas of the SQP method and the theory that establishes it as a framework from which effective algorithms can
Newton's Method For Large BoundConstrained Optimization Problems
 SIAM JOURNAL ON OPTIMIZATION
, 1998
"... We analyze a trust region version of Newton's method for boundconstrained problems. Our approach relies on the geometry of the feasible set, not on the particular representation in terms of constraints. The convergence theory holds for linearlyconstrained problems, and yields global and superlinea ..."
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Cited by 74 (4 self)
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We analyze a trust region version of Newton's method for boundconstrained problems. Our approach relies on the geometry of the feasible set, not on the particular representation in terms of constraints. The convergence theory holds for linearlyconstrained problems, and yields global and superlinear convergence without assuming neither strict complementarity nor linear independence of the active constraints. We also show that the convergence theory leads to an efficient implementation for large boundconstrained problems.
Global Continuation For Distance Geometry Problems
 SIAM J. OPTIMIZATION
, 1995
"... Distance geometry problems arise in the interpretation of NMR data and in the determination of protein structure. We formulate the distance geometry problem as a global minimization problem with special structure, and show that global smoothing techniques and a continuation approach for global optim ..."
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Cited by 70 (7 self)
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Distance geometry problems arise in the interpretation of NMR data and in the determination of protein structure. We formulate the distance geometry problem as a global minimization problem with special structure, and show that global smoothing techniques and a continuation approach for global optimization can be used to determine solutions of distance geometry problems with a nearly 100% probability of success.
The Molecule Problem Exploiting Structure In Global Optimization
 SIAM Journal on Optimization
, 1995
"... . The molecule problem is that of determining the relative locations of a set of objects in Euclidean space relying only upon a sparse set of pairwise distance measurements. This NPhard problem has applications in the determination of molecular conformation. The molecule problem can be naturally e ..."
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Cited by 60 (0 self)
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. The molecule problem is that of determining the relative locations of a set of objects in Euclidean space relying only upon a sparse set of pairwise distance measurements. This NPhard problem has applications in the determination of molecular conformation. The molecule problem can be naturally expressed as a continuous, global optimization problem, but it also has a rich combinatorial structure. This paper investigates how that structure can be exploited to simplify the optimization problem. In particular, we present a novel divideandconquer algorithm in which a large global optimization problem is replaced by a sequence of smaller ones. Since the cost of the optimization can grow exponentially with problem size, this approach holds the promise of a substantial improvement in performance. Our algorithmic development relies upon some recently published results in graph theory. We describe an implementation of this algorithm and report some results of its performance on a sample ...
A semidefinite framework for trust region subproblems with applications to large scale minimization
 Math. Programming
, 1997
"... This is an abbreviated revision of the University of Waterloo research report CORR 9432. y ..."
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Cited by 59 (8 self)
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This is an abbreviated revision of the University of Waterloo research report CORR 9432. y
On Augmented Lagrangian methods with general lowerlevel constraints
, 2005
"... Augmented Lagrangian methods with general lowerlevel constraints are considered in the present research. These methods are useful when efficient algorithms exist for solving subproblems where the constraints are only of the lowerlevel type. Two methods of this class are introduced and analyzed. In ..."
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Cited by 59 (7 self)
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Augmented Lagrangian methods with general lowerlevel constraints are considered in the present research. These methods are useful when efficient algorithms exist for solving subproblems where the constraints are only of the lowerlevel type. Two methods of this class are introduced and analyzed. Inexact resolution of the lowerlevel constrained subproblems is considered. Global convergence is proved using the Constant Positive Linear Dependence constraint qualification. Conditions for boundedness of the penalty parameters are discussed. The reliability of the approach is tested by means of an exhaustive comparison against Lancelot. All the problems of the Cute collection are used in this comparison. Moreover, the resolution of location problems in which many constraints of the lowerlevel set are nonlinear is addressed, employing the Spectral Projected Gradient method for solving the subproblems. Problems of this type with more than 3 × 10 6 variables and 14 × 10 6 constraints are solved in this way, using moderate computer time.
Indefinite Trust Region Subproblems And Nonsymmetric Eigenvalue Perturbations
, 1995
"... This paper extends the theory of trust region subproblems in two ways: (i) it allows indefinite inner products in the quadratic constraint and (ii) it uses a two sided (upper and lower bound) quadratic constraint. Characterizations of optimality are presented, which have no gap between necessity and ..."
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Cited by 58 (18 self)
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This paper extends the theory of trust region subproblems in two ways: (i) it allows indefinite inner products in the quadratic constraint and (ii) it uses a two sided (upper and lower bound) quadratic constraint. Characterizations of optimality are presented, which have no gap between necessity and sufficiency. Conditions for the existence of solutions are given in terms of the definiteness of a matrix pencil. A simple dual program is intro...
SBA: a software package for generic sparse bundle adjustment
 ACM Transactions on Mathematical Software
, 2009
"... Foundation for Research and Technology—Hellas ..."
Space Mapping: The State of the Art
, 2004
"... We review the spacemapping (SM) technique and the SMbased surrogate (modeling) concept and their applications in engineering design optimization. For the first time, we present a mathematical motivation and place SM into the context of classical optimization. The aim of SM is to achieve a satisfac ..."
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Cited by 51 (32 self)
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We review the spacemapping (SM) technique and the SMbased surrogate (modeling) concept and their applications in engineering design optimization. For the first time, we present a mathematical motivation and place SM into the context of classical optimization. The aim of SM is to achieve a satisfactory solution with a minimal number of computationally expensive "fine" model evaluations. SM procedures iteratively update and optimize surrogates based on a fast physically based "coarse" model. Proposed approaches to SMbased optimization include the original algorithm, the Broydenbased aggressive SM algorithm, various trustregion approaches, neural SM, and implicit SM. Parameter extraction is an essential SM subproblem. It is used to align the surrogate (enhanced coarse model) with the fine model. Different approaches to enhance uniqueness are suggested, including the recent gradient parameterextraction approach. Novel physical illustrations are presented, including the cheesecutting and wedgecutting problems. Significant practical applications are reviewed.
A New Trust Region Algorithm For Equality Constrained Optimization
, 1995
"... . We present a new trust region algorithm for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level sets. The algorithm employs L 2 penalty functions for obtaining global ..."
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Cited by 51 (7 self)
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. We present a new trust region algorithm for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level sets. The algorithm employs L 2 penalty functions for obtaining global convergence. Under certain assumptions we prove that this algorithm globally converges to a point satisfying the second order necessary optimality conditions; the local convergence rate is quadratic. Results of preliminary numerical experiments are presented. 1. Introduction. We consider the equality constrained optimization problem minimize f(x) subject to c(x) = 0 (1:1) where x 2 ! n and f : ! n ! !, and c : ! n ! ! m are smooth nonlinear functions. Problem (1.1) is often solved by successive quadratic programming (SQP) methods. At a current point x k 2 ! n , SQP methods determine a search direction d k by solving a quadratic programming problem minimize rf(x k ) T d + 1 2 ...