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157
SNOPT: An SQP Algorithm For LargeScale Constrained Optimization
, 2002
"... Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first deriv ..."
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Cited by 597 (24 self)
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Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first derivatives are available, and that the constraint gradients are sparse. We discuss
TrustRegion InteriorPoint SQP Algorithms For A Class Of Nonlinear Programming Problems
 SIAM J. CONTROL OPTIM
, 1997
"... In this paper a family of trustregion interiorpoint SQP algorithms for the solution of a class of minimization problems with nonlinear equality constraints and simple bounds on some of the variables is described and analyzed. Such nonlinear programs arise e.g. from the discretization of optimal co ..."
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Cited by 46 (9 self)
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In this paper a family of trustregion interiorpoint SQP algorithms for the solution of a class of minimization problems with nonlinear equality constraints and simple bounds on some of the variables is described and analyzed. Such nonlinear programs arise e.g. from the discretization of optimal control problems. The algorithms treat states and controls as independent variables. They are designed to take advantage of the structure of the problem. In particular they do not rely on matrix factorizations of the linearized constraints, but use solutions of the linearized state equation and the adjoint equation. They are well suited for large scale problems arising from optimal control problems governed by partial differential equations. The algorithms keep strict feasibility with respect to the bound constraints by using an affine scaling method proposed for a different class of problems by Coleman and Li and they exploit trustregion techniques for equalityconstrained optimizatio...
SQP Methods And Their Application To Numerical Optimal Control
, 1997
"... . In recent years, generalpurpose sequential quadratic programming (SQP) methods have been developed that can reliably solve constrained optimization problems with many hundreds of variables and constraints. These methods require remarkably few evaluations of the problem functions and can be shown ..."
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Cited by 37 (0 self)
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. In recent years, generalpurpose sequential quadratic programming (SQP) methods have been developed that can reliably solve constrained optimization problems with many hundreds of variables and constraints. These methods require remarkably few evaluations of the problem functions and can be shown to converge to a solution under very mild conditions on the problem. Some practical and theoretical aspects of applying generalpurpose SQP methods to optimal control problems are discussed, including the influence of the problem discretization and the zero/nonzero structure of the problem derivatives. We conclude with some recent approaches that tailor the SQP method to the control problem. Key words. largescale optimization, sequential quadratic programming (SQP) methods, optimal control problems, multiple shooting methods, single shooting methods, collocation methods AMS subject classifications. 49J20, 49J15, 49M37, 49D37, 65F05, 65K05, 90C30 1. Introduction. Recently there has been c...
QL: A fortran code for convex quadratic programming  user’s guide, version 2.11
"... The Fortran subroutine QL solves strictly convex quadratic programming problems subject to linear equality and inequality constraints by the primaldual method of Goldfarb and Idnani. An available Cholesky decomposition of the objective function matrix can be provided by the user. Bounds are handled ..."
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Cited by 34 (3 self)
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The Fortran subroutine QL solves strictly convex quadratic programming problems subject to linear equality and inequality constraints by the primaldual method of Goldfarb and Idnani. An available Cholesky decomposition of the objective function matrix can be provided by the user. Bounds are handled separately. The code is designed for solving smallscale quadratic programs in a numerically stable way. Its usage is outlined and an illustrative example is presented.
JoBS: Joint Buffer Management and Scheduling for Differentiated Services
 IN PROCEEDINGS OF IWQOS 2001
, 2001
"... A novel algorithm for buffer management and packet scheduling is presented for providing loss and delay differentiation for traffic classes at a network router. The algorithm, called JoBS (Joint Buffer Management and Scheduling) , provides delay and loss differentiation independently at each node, w ..."
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Cited by 33 (7 self)
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A novel algorithm for buffer management and packet scheduling is presented for providing loss and delay differentiation for traffic classes at a network router. The algorithm, called JoBS (Joint Buffer Management and Scheduling) , provides delay and loss differentiation independently at each node, without assuming admission control or policing. The novel capabilities of the proposed algorithm are that (1) scheduling and buffer management decisions are performed in a single step, and (2) both relative and (whenever possible) absolute QoS requirements of classes are supported. Numerical simulation examples, including results for a heuristic approximation, are presented to illustrate the effectiveness of the approach and to compare the new algorithm to existing methods for loss and delay differentiation.
A General Formulation of Modulated Filter Banks
 IEEE Trans. Signal Processing
, 1999
"... This paper presents a general framework for maximally decimated modulated filter banks. The theory covers the known classes of cosine modulation and relates them to complexmodulated filter banks. The prototype filters have arbitrary lengths, and the overall delay of the filter bank is arbitrary, wit ..."
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Cited by 26 (9 self)
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This paper presents a general framework for maximally decimated modulated filter banks. The theory covers the known classes of cosine modulation and relates them to complexmodulated filter banks. The prototype filters have arbitrary lengths, and the overall delay of the filter bank is arbitrary, within fundamental limits. Necessary and sufficient conditions for perfect reconstruction (PR) are derived using the polyphase representation. It is shown that these PR conditions are identical for all types of modulationmodulation based on the discrete cosine transform (DCT), both DCTIII/DCTIV and DCTI/DCTII, and modulation based on the modified discrete Fourier transform (MDFT). A quadraticconstrained design method for prototype filters yielding PR with arbitrary length and system delay is derived, and design examples are presented to illustrate the tradeoff between overall system delay and stopband attenuation (subchannelization). Index TermsCosinemodulated filter bank, DCT, filter bank, MDCT, modulated filter bank. I.
Sequential experiment design for contour estimation from complex computer codes. Talk: Design and Analysis of Experiments Conference 2005
, 2005
"... Abstract Computer simulation is often used to study complex physical and engineering processes. While a computer simulator can often be viewed as an inexpensive way to gain insight into a system, it can still be computationally costly. Much of the recent work on the design and analysis of computer ..."
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Cited by 25 (5 self)
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Abstract Computer simulation is often used to study complex physical and engineering processes. While a computer simulator can often be viewed as an inexpensive way to gain insight into a system, it can still be computationally costly. Much of the recent work on the design and analysis of computer experiments has focused on scenarios where the goal is to fit a response surface or process optimization. In this article, we develop sequential methodology for estimating a contour from a complex computer code. The approach uses a stochastic process model as a surrogate for the computer simulator. The surrogate model and associated uncertainty are key components in a new criterion used to identify the computer trials aimed specifically at improving the contour estimate. The proposed approach is applied to exploration of a contour for a network queuing system. Issues related to practical implementation of the proposed approach are also addressed.
Robust realtime face pose and facial expression recovery
 Proc. of CVPR’06
, 2008
"... Face motion is the sum of rigid motion related with face pose and nonrigid motion related with facial expression. Both motions are coupled in the captured image so that they can not be easily recovered from the image directly. In this paper, a novel technique is proposed to recover 3D face pose and ..."
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Cited by 21 (3 self)
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Face motion is the sum of rigid motion related with face pose and nonrigid motion related with facial expression. Both motions are coupled in the captured image so that they can not be easily recovered from the image directly. In this paper, a novel technique is proposed to recover 3D face pose and facial expression simultaneously from a monocular video sequence in real time. First, twentyeight salient facial features are detected and tracked robustly under various face orientations and facial expressions. Second, after modelling the coupling between face pose and facial expression in the 2D image as a nonlinear function, a normalized SVD (NSVD) decomposition technique is proposed to recover the pose and expression parameters analytically. A nonlinear technique is subsequently utilized to refine the solution obtained from the NSVD technique by imposing the orthonormality constraint on the pose parameters. Compared to the original SVD technique proposed in [1], which is very sensitive to the image noise and numerically unstable in practice, the proposed method can recover the face pose and facial expression robustly and accurately. Finally, the performance of the proposed technique is evaluated in the experiments using both synthetic and real image sequences. 1.
Rate Allocation and Buffer Management for Differentiated Services
 COMPUTER NETWORKS
, 2002
"... A novel algorithm for buffer management and rate allocation is presented for providing loss and delay differentiation for traffic classes at a network router. The algorithm, called JoBS, provides delay and loss differentiation independently at each node, without assuming admission control or policin ..."
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Cited by 20 (3 self)
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A novel algorithm for buffer management and rate allocation is presented for providing loss and delay differentiation for traffic classes at a network router. The algorithm, called JoBS, provides delay and loss differentiation independently at each node, without assuming admission control or policing. Contrary to most existing algorithms, scheduling and buffer management decisions are performed in a single step. Both relative
Complementarity Problems
 J. COMPUT. APPL. MATH
, 2000
"... This paper provides an introduction to complementarity problems, with an emphasis on applications and solution algorithms. Various forms of complementarity problems are described along with a few sample applications, which provide a sense of what types of problems can be addressed effectively wit ..."
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Cited by 19 (1 self)
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This paper provides an introduction to complementarity problems, with an emphasis on applications and solution algorithms. Various forms of complementarity problems are described along with a few sample applications, which provide a sense of what types of problems can be addressed effectively with complementarity problems. The most important algorithms are presented along with a discussion of when they can be used effectively. We also provide a brief introduction to the study of matrix classes and their relation to linear complementarity problems. Finally, we provide a brief summary of current research trends.