Nonlinear Optimization Submissions - 2004

January 2004

On the Global Convergence of a Trust Region Method for Solving Nonlinear Constraints Infeasibility Problem
Choong Ming Chin

February 2004

Unconstrained Optimization
A filter-trust-region method for unconstrained optimization
Nick Gould, Caroline Sainvitu, Philippe Toint

March 2004

Constrained Nonlinear Optimization
On the Implementation of an Interior-Point Filter Line-Search Algorithm for Large-Scale Nonlinear Programming
Andreas Wächter, Lorenz T Biegler

Graph Coloring in the Estimation of Sparse Derivative Matrices: Instances and Applications
Shahadat Hossain, Trond Steihaug

April 2004

Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method
Jacek Gondzio, Andreas Grothey

An interior-point method for MPECs based on strictly feasible relaxations
Angel-Victor DeMiguel, Michael Friedlander, Francisco Javier Nogales, Stefan Scholtes

Constrained Nonlinear Optimization
On the Relationship between Bilevel Decomposition Algorithms and Direct Interior-Point Methods
Angel-Victor DeMiguel, Francisco Javier Nogales

May 2004

Optimality Measures for Performance Profiles
Elizabeth D. Dolan, Jorge J. More', Todd S. Munson

Constrained Nonlinear Optimization
A sequential quadratic programming algorithm with a piecewise linear merit function
Francisco Gomes

June 2004

A modified nearly exact method for solving low-rank trust region subproblem
Zhaosong Lu, Renato Monteiro

Unconstrained Optimization
On the Relationship Between Convergence Rates of Discrete and Continuous Dynamical Systems
Raphael Hauser, Jelena Nedic

Necessary and Sufficient Optimality Conditions for Mathematical Programs with Equilibrium Constraints
Jane Ye

Unconstrained Optimization
Additional properties of shifted valiable metric methods.
Jan Vlcek, Ladislav Luksan

July 2004

Constrained Nonlinear Optimization
Convergence analysis of a primal-dual interior-point method for nonlinear programming
Igor Griva, David Shanno, Robert Vanderbei

Constrained Nonlinear Optimization
A primal-dual nonlinear rescaling method with dynamic scaling parameter update
Igor Griva, Roman Polyak

Constrained Nonlinear Optimization
Numerical experiments with an interior-exterior point method for nonlinear programming
Igor Griva

Subspace trust-region methods for large bound-constrained nonlinear equations
Stefania Bellavia, Benedetta Morini

August 2004

Constrained Nonlinear Optimization
GLOBAL CONVERGENCE OF AN ELASTIC MODE APPROACH FOR A CLASS OF MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS
Mihai Anitescu

Constrained Nonlinear Optimization
ON USING THE ELASTIC MODE IN NONLINEAR PROGRAMMING APPROACHES TO MATHEMATICALPROGRAMS WITH COMPLEMENTARITY CONSTRAINTS
Mihai Anitescu

Systems governed by Differential Equations Optimization
Recursive Trust-Region Methods for Multilevel Nonlinear Optimization (Part I): Global Convergence and Complexity
Serge Gratton, Annick Sartenaer, Philippe Toint

Unconstrained Optimization
Sensitivity of trust-region algorithms on their parameters
Nick Gould, Dominique Orban, Annick Sartenaer, Philippe Toint

Constrained Nonlinear Optimization
Performance of CONDOR, a Parallel, Constrained extension of Powell's UOBYQA algorithm. Experimental results and comparison with the DFO algorithm.
Frank Vanden Berghen, Hugues Bersini

Quadratic Programming
SENSITIVITY ANALYSIS IN CONVEX QUADRATIC OPTIMIZATION: INVARIANT SUPPORT SET INTERVAL
Alireza Ghaffari Hadigheh, Tamas Terlaky

September 2004

Augmented Lagrangian methods under the Constant Positive Linear Dependence constraint qualification
Roberto Andreani, Ernesto Birgin, José Mario Martínez, María Laura Schuverdt

Unconstrained Optimization
A shifted Steihaug-Toint method for computing a trust-region step.
Ladislav Luksan, Ctirad Matonoha, Jan Vlcek

Nonlinear-Programming Reformulation of the Order-Value Optimization problem
Roberto Andreani, Cibele Dunder, José Mario Martínez

Quadratic Programming
Newton-KKT Interior-Point Methods for Indefinite Quadratic Programming
Pierre-Antoine Absil, Andre Tits

October 2004

Other
S-lemma: a survey
Imre Pólik, Tamás Terlaky

On the Convergence of Successive Linear-Quadratic Programming Algorithms
Richard H. Byrd, Nicholas I. M. Gould, Jorge Nocedal, Richard A. Waltz

November 2004

Constrained Nonlinear Optimization
Lagrange Multipliers with Optimal Sensitivity Properties
Dimitri Bertsekas

December 2004

Using Sampling and Simplex Derivatives in Pattern Search Methods
A. L. Custódio, L. N. Vicente

Constrained Nonlinear Optimization
Convergence Analysis of an Interior-Point Method for Mathematical Programs with Equilibrium Constraints
Arun Sen, David Shanno

Steering Exact Penalty Methods
Byrd Richard, Nocedal Jorge, Waltz Richard

Constrained Nonlinear Optimization
Interior Methods for Mathematical Programs with Complementarity Constraints
Sven Leyffer, Gabriel Lopez-Calva, Jorge Nocedal