267 research outputs found
A penalty-function-free line search SQP method for nonlinear programming
AbstractWe propose a penalty-function-free non-monotone line search method for nonlinear optimization problems with equality and inequality constraints. This method yields global convergence without using a penalty function or a filter. Each step is required to satisfy a decrease condition for the constraint violation, as well as that for the objective function under some reasonable conditions. The proposed mechanism for accepting steps also combines the non-monotone technique on the decrease condition for the constraint violation, which leads to flexibility and an acceptance behavior comparable with filter based methods. Furthermore, it is shown that the proposed method can avoid the Maratos effect if the search directions are improved by second-order corrections (SOC). So locally superlinear convergence is achieved. We also present some numerical results which confirm the robustness and efficiency of our approach
Novel Optimisation Framework for Process Synthesis, Design and Intensification Using Rigorous Models
Solving mathematical programs with complementarity constraints with nonlinear solvers
MPCC can be solved with specific MPCC codes or in its nonlinear
equivalent formulation (NLP) using NLP solvers. Two NLP solvers - NPSOL and
the line search filter SQP - are used to solve a collection of test problems in AMPL.
Both are based on SQP (Sequential Quadratic Programming) philosophy but the
second one uses a line search filter scheme.(undefined
Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension
Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or consequences of assumptions of economic functionals to be estimated. Recent research has seen a renewed interest in imposing constraints in nonparametric regression. We survey the available methods in the literature, discuss the challenges that present themselves when empirically implementing these methods and extend an existing method to handle general nonlinear constraints. A heuristic discussion on the empirical implementation for methods that use sequential quadratic programming is provided for the reader and simulated and empirical evidence on the distinction between constrained and unconstrained nonparametric regression surfaces is covered.identification, concavity, Hessian, constraint weighted bootstrapping, earnings function
Frictional Collisions Off Sharp Objects
This work develops robust contact algorithms capable of dealing with multibody nonsmooth contact
geometries for which neither normals nor gap functions can be defined. Such situations arise
in the early stage of fragmentation when a number of angular fragments undergo complex collision
sequences before eventually scattering. Such situations precludes the application of most contact
algorithms proposed to date
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