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Computing a Celis-Dennis Tapia Trust Region Step for Equality Constrained Optimization
We study an approach for minimizing a convex quadratic function subject to two quadratic constraints. This problem stems from computing a trust region step for an SQP algorithm proposed by Celis, Dennis and Tapia (1984) ...
An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
In this research we present an effective algorithm for nonlinearly constrained optimization using the structured augmented Lagrangian secant update recently proposed by Tapia. The algorithm is globally defined, and uses a ...
An Optimal Basis Identification Technique for Interior-Point Linear Programming Algorithms
This work concerns a method for identifying an optimal basis for linear programming problems in the setting of interior point methods. To each iterate x^k generated by a primal interior point algorithm, say, we associate ...