423 research outputs found
Nonlinear programming without a penalty function or a filter
A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty function, nor a barrier or a filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different trust-regions to cope with the nonlinearities of the objective function and the constraints, and allows inexact SQP steps that do not lie exactly in the nullspace of the local Jacobian. Preliminary numerical experiments on CUTEr problems indicate that the method performs well
OPM, a collection of Optimization Problems in Matlab
OPM is a small collection of CUTEst unconstrained and bound-constrained
nonlinear optimization problems, which can be used in Matlab for testing
optimization algorithms directly (i.e. without installing additional software)
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