Now showing items 1-5 of 5
Exact and inexact Newton linesearch interior-point algorithms for nonlinear programming problems
In the first part of this research we consider a linesearch globalization of the local primal-dual interior-point Newton's method for nonlinear programming recently introduced by El-Bakry, Tapia, Tsuchiya, and Zhang. Our ...
A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming
Two classes of primal-dual interior-point methods for nonlinear programming are studied. The first class corresponds to a path-following Newton method formulated in terms of the nonnegative variables rather than all primal ...
A new class of preconditioners for large-scale linear systems from interior-point methods for linear programming
A new class of preconditioners for the iterative solution of the linear systems arising from interior point methods is proposed. For many of these methods, the linear systems come from applying Newton's method on the ...
The solution of a class of limited diversification portfolio selection problems
A branch-and-bound algorithm for the solution of a class of mixed-integer nonlinear programming problems arising from the field of investment portfolio selection is presented. The problems in this class are characterized ...
Nonlinear multicriteria optimization and robust optimality
This dissertation attempts to address two important problems in systems engineering, namely, multicriteria optimization and robustness optimization. In fields ranging from engineering to the social sciences designers are ...