Filtry
Nonsmooth Equation Method for Nonlinear Nonconvex Optimization
In this paper we propose an algorithm for solving nonlinear nonconvex programming problems which is based on the nonsmooth equation approach. This Algorithm was implemented in the interactive system for universal functional optimization UFO. Results ...
BA - Obecná matematika
- 2004 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Variable Metric Methods for Nonsmooth Optimization
A variable metric method is introduced for nonsmooth unconstrained optimization, which has a feature of both standard variable metric methods and standard bundle methods. This method is competitive with standard bundle methods measured by number of i...
BA - Obecná matematika
- 2003 •
- C
Rok uplatnění
C - Kapitola v odborné knize
PENNON. A generalized augmented Lagrangian method for semidefinite programming.
This article describes a generalization of the PBM method by Ben-Tal and Zibulevsky to convex semidefinite programming problems. The algorithm used is a generalized version of the Augmented Lagrangian method. We present details of this algorithm as i...
BA - Obecná matematika
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
PENNON: A code for convex nonlinear and semidefinite programming.
We introduce a computer program PENNON for the solution of problems of convex Nonlinear and Semidefinite Programming (NLP-SDP). The algorithm used in PENNON is a generalized version of the Augmented Lagrangian method, originally introduced by Ben-Tal...
BB - Aplikovaná statistika, operační výzkum
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Krylov Subspace Methods for Sadddle Point Problems with Indefinite Preconditioning.
In this paper we analyze the null-space projection (constraint) indefinite preconditioner applied to the solution of large-scale saddle point problems. Nonsymmetric Krylov subspace solvers are analyzed; moreover, it is shown that the behavior of shor...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A subdifferential condition for calmness of multifunctions.
A condition ensuring calmness of a class of multifunctions between finite-dimensional spaces is derived in terms of subdifferential concepts developed by Mordukhovich. The considered class comprises general constraint set mappings as they occur in op...
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Numerical Experience with Iterative Methods for Equality Constrained Nonlinear Programming Problems.
We show that indefinitely preconditioned symmetric Krylov-subspace methods are very efficient for solving linearized KKT systems arising in equality constrained optimization. We give a numerical comparison of various Krylov subspace methods in three ...
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Computational Experiments with ABS Algorithms for KKT Linear Systems.
In this paper we present results of testing codes for KKT linear systems based upon the ABS algorithms versus classical codes (from packages ABSPACK and LAPACK). Classes of problems are found where codes from ABSPACK perform significantly beter in te...
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Globally Convergent Variable Metric Method for Nonconvex Nondifferentiable Unconstrained Minimization.
A special variable metric method is given for finding the stationary points of locally Lipschitz continuous functions which are not necessarily convex or differentiable. time consumping quadratic programming subproblems do not need to be solved. Glob...
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Algorithm 811: NDA: Algorithms for Nondifferentiable Optimization.
We present four basic FORTRAN subroutines for nondifferentiable optimization with simple bounds and general linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic programming variable metric algorit...
BA - Obecná matematika
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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