Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
Identifieur interne : 001001 ( Istex/Corpus ); précédent : 001000; suivant : 001002Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
Auteurs : J. HuschensSource :
- Journal of Optimization Theory and Applications [ 0022-3239 ] ; 1993-05-01.
Abstract
Abstract: In 1988, Tapia (Ref. 1) developed and analyzed SQP secant methods in equality constrained optimization taking explicitly the additive structure of the problem setting into account. In this paper, we extend Tapia's augmented scale Lagrangian secant method to the case where additional structure coming from the objective function is available. Using the example of nonlinear least squares with equality constraints, we demonstrate these ideas and develop a convergence theory proving local and q-superlinear convergence for this kind of structured SQP-algorithms.
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DOI: 10.1007/BF00940716
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Huschens</name><affiliation><mods:affiliation>Fachbereich IV-Mathematik, Universität Trier, Trier, Germany</mods:affiliation></affiliation></author></analytic><monogr></monogr><series><title level="j">Journal of Optimization Theory and Applications</title><title level="j" type="abbrev">J Optim Theory Appl</title><idno type="ISSN">0022-3239</idno><idno type="eISSN">1573-2878</idno><imprint><publisher>Kluwer Academic Publishers-Plenum Publishers</publisher><pubPlace>New York</pubPlace><date type="published" when="1993-05-01">1993-05-01</date><biblScope unit="volume">77</biblScope><biblScope unit="issue">2</biblScope><biblScope unit="page" from="343">343</biblScope><biblScope unit="page" to="358">358</biblScope></imprint><idno type="ISSN">0022-3239</idno></series><idno type="istex">413D2BA509A30DB35DE91F245EBBA8DA5001BDD6</idno><idno type="DOI">10.1007/BF00940716</idno><idno type="ArticleID">BF00940716</idno><idno type="ArticleID">Art6</idno></biblStruct></sourceDesc><seriesStmt><idno type="ISSN">0022-3239</idno></seriesStmt></fileDesc><profileDesc><textClass></textClass><langUsage><language ident="en">en</language></langUsage></profileDesc></teiHeader><front><div type="abstract" xml:lang="en">Abstract: In 1988, Tapia (Ref. 1) developed and analyzed SQP secant methods in equality constrained optimization taking explicitly the additive structure of the problem setting into account. In this paper, we extend Tapia's augmented scale Lagrangian secant method to the case where additional structure coming from the objective function is available. Using the example of nonlinear least squares with equality constraints, we demonstrate these ideas and develop a convergence theory proving local and q-superlinear convergence for this kind of structured SQP-algorithms.</div></front></TEI><istex><corpusName>springer</corpusName><author><json:item><name>J. Huschens</name><affiliations><json:string>Fachbereich IV-Mathematik, Universität Trier, Trier, Germany</json:string></affiliations></json:item></author><articleId><json:string>BF00940716</json:string><json:string>Art6</json:string></articleId><language><json:string>eng</json:string></language><originalGenre><json:string>OriginalPaper</json:string></originalGenre><abstract>Abstract: In 1988, Tapia (Ref. 1) developed and analyzed SQP secant methods in equality constrained optimization taking explicitly the additive structure of the problem setting into account. In this paper, we extend Tapia's augmented scale Lagrangian secant method to the case where additional structure coming from the objective function is available. 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</name></json:item></author><host><volume>20</volume><pages><last>171</last><first>161</first></pages><author></author><title>SIAM Journal on Control and Optimization</title><publicationDate>1982</publicationDate></host><title>A Merit Function for Inequality Constrained Nonlinear Programming Problems</title><publicationDate>1982</publicationDate></json:item><json:item><host><author><json:item><name>Schittkowski </name></json:item><json:item><name>K </name></json:item></author><title>More Test Examples for Nonlinear Programming Codes</title><publicationDate>1987</publicationDate></host></json:item><json:item><host><author><json:item><name>Huschens </name></json:item><json:item><name>J Konvergenztheorie Und Anwendungen Yon Strukturierten</name></json:item><json:item><name> 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type="ArticleID">Art6</idno></biblStruct></sourceDesc></fileDesc><profileDesc><creation><date>1993</date></creation><langUsage><language ident="en">en</language></langUsage><abstract xml:lang="en"><p>Abstract: In 1988, Tapia (Ref. 1) developed and analyzed SQP secant methods in equality constrained optimization taking explicitly the additive structure of the problem setting into account. In this paper, we extend Tapia's augmented scale Lagrangian secant method to the case where additional structure coming from the objective function is available. Using the example of nonlinear least squares with equality constraints, we demonstrate these ideas and develop a convergence theory proving local and q-superlinear convergence for this kind of structured SQP-algorithms.</p></abstract><textClass><keywords scheme="Journal Subject"><list><head>Mathematics</head><item><term>Theory of Computation</term></item><item><term>Applications of Mathematics</term></item><item><term>Optimization</term></item><item><term>Calculus of Variations and Optimal Control</term></item><item><term>Optimization</term></item><item><term>Engineering, general</term></item><item><term>Operation Research/Decision Theory</term></item></list></keywords></textClass></profileDesc><revisionDesc><change when="1993-05-01">Published</change><change xml:id="refBibs-istex" who="#ISTEX-API" when="2016-11-22">References added</change><change xml:id="refBibs-istex" who="#ISTEX-API" when="2017-01-20">References 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TocLevels="0"><VolumeIDStart>77</VolumeIDStart><VolumeIDEnd>77</VolumeIDEnd><VolumeIssueCount>3</VolumeIssueCount></VolumeInfo><Issue IssueType="Regular"><IssueInfo TocLevels="0"><IssueIDStart>2</IssueIDStart><IssueIDEnd>2</IssueIDEnd><IssueArticleCount>16</IssueArticleCount><IssueHistory><CoverDate><Year>1993</Year><Month>5</Month></CoverDate></IssueHistory><IssueCopyright><CopyrightHolderName>Plenum Publishing Corporation</CopyrightHolderName><CopyrightYear>1993</CopyrightYear></IssueCopyright></IssueInfo><Article ID="Art6"><ArticleInfo Language="En" ArticleType="OriginalPaper" NumberingStyle="Unnumbered" TocLevels="0" ContainsESM="No"><ArticleID>BF00940716</ArticleID><ArticleDOI>10.1007/BF00940716</ArticleDOI><ArticleSequenceNumber>6</ArticleSequenceNumber><ArticleTitle Language="En">Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms</ArticleTitle><ArticleCategory>Contributed Papers</ArticleCategory><ArticleFirstPage>343</ArticleFirstPage><ArticleLastPage>358</ArticleLastPage><ArticleHistory><RegistrationDate><Year>2004</Year><Month>12</Month><Day>19</Day></RegistrationDate></ArticleHistory><ArticleCopyright><CopyrightHolderName>Plenum Publishing Corporation</CopyrightHolderName><CopyrightYear>1993</CopyrightYear></ArticleCopyright><ArticleGrants Type="Regular"><MetadataGrant Grant="OpenAccess"></MetadataGrant><AbstractGrant Grant="OpenAccess"></AbstractGrant><BodyPDFGrant Grant="Restricted"></BodyPDFGrant><BodyHTMLGrant Grant="Restricted"></BodyHTMLGrant><BibliographyGrant Grant="Restricted"></BibliographyGrant><ESMGrant Grant="Restricted"></ESMGrant></ArticleGrants><ArticleContext><JournalID>10957</JournalID><VolumeIDStart>77</VolumeIDStart><VolumeIDEnd>77</VolumeIDEnd><IssueIDStart>2</IssueIDStart><IssueIDEnd>2</IssueIDEnd></ArticleContext></ArticleInfo><ArticleHeader><AuthorGroup><Author AffiliationIDS="Aff1"><AuthorName DisplayOrder="Western"><GivenName>J.</GivenName><FamilyName>Huschens</FamilyName></AuthorName><Role>Wissenschaftlicher Mitarbeiter</Role></Author><Affiliation ID="Aff1"><OrgDivision>Fachbereich IV-Mathematik</OrgDivision><OrgName>Universität Trier</OrgName><OrgAddress><City>Trier</City><Country>Germany</Country></OrgAddress></Affiliation></AuthorGroup><Abstract ID="Abs1" Language="En"><Heading>Abstract</Heading><Para>In 1988, Tapia (Ref. 1) developed and analyzed SQP secant methods in equality constrained optimization taking explicitly the additive structure of the problem setting into account. In this paper, we extend Tapia's augmented scale Lagrangian secant method to the case where additional structure coming from the objective function is available. Using the example of nonlinear least squares with equality constraints, we demonstrate these ideas and develop a convergence theory proving local and q-superlinear convergence for this kind of structured SQP-algorithms.</Para></Abstract><KeywordGroup Language="En"><Heading>Key Words</Heading><Keyword>Constrained optimization</Keyword><Keyword>SQP secant methods</Keyword><Keyword>superlinear convergence</Keyword><Keyword>structured secant methods</Keyword></KeywordGroup><ArticleNote Type="CommunicatedBy"><SimplePara>Communicated by R. A. Tapia</SimplePara></ArticleNote><ArticleNote Type="Misc"><SimplePara>This research was supported by the Studienstiftung des Deutschen Volkes.</SimplePara></ArticleNote></ArticleHeader><NoBody></NoBody></Article></Issue></Volume></Journal></Publisher></istex:document></istex:metadataXml><mods version="3.6"><titleInfo lang="en"><title>Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms</title></titleInfo><titleInfo type="alternative" contentType="CDATA" lang="en"><title>Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms</title></titleInfo><name type="personal"><namePart type="given">J.</namePart><namePart type="family">Huschens</namePart><affiliation>Fachbereich IV-Mathematik, Universität Trier, Trier, Germany</affiliation><role><roleTerm type="text">author</roleTerm></role><description>Wissenschaftlicher Mitarbeiter</description></name><typeOfResource>text</typeOfResource><genre type="research-article" displayLabel="OriginalPaper"></genre><originInfo><publisher>Kluwer Academic Publishers-Plenum Publishers</publisher><place><placeTerm type="text">New York</placeTerm></place><dateIssued encoding="w3cdtf">1993-05-01</dateIssued><copyrightDate encoding="w3cdtf">1993</copyrightDate></originInfo><language><languageTerm type="code" authority="rfc3066">en</languageTerm><languageTerm type="code" authority="iso639-2b">eng</languageTerm></language><physicalDescription><internetMediaType>text/html</internetMediaType></physicalDescription><abstract lang="en">Abstract: In 1988, Tapia (Ref. 1) developed and analyzed SQP secant methods in equality constrained optimization taking explicitly the additive structure of the problem setting into account. In this paper, we extend Tapia's augmented scale Lagrangian secant method to the case where additional structure coming from the objective function is available. Using the example of nonlinear least squares with equality constraints, we demonstrate these ideas and develop a convergence theory proving local and q-superlinear convergence for this kind of structured SQP-algorithms.</abstract><note>Contributed Papers</note><relatedItem type="host"><titleInfo><title>Journal of Optimization Theory and Applications</title></titleInfo><titleInfo type="abbreviated"><title>J Optim Theory Appl</title></titleInfo><genre type="journal" displayLabel="Archive Journal"></genre><originInfo><dateIssued encoding="w3cdtf">1993-05-01</dateIssued><copyrightDate encoding="w3cdtf">1993</copyrightDate></originInfo><subject><genre>Mathematics</genre><topic>Theory of Computation</topic><topic>Applications of Mathematics</topic><topic>Optimization</topic><topic>Calculus of Variations and Optimal Control</topic><topic>Optimization</topic><topic>Engineering, general</topic><topic>Operation Research/Decision Theory</topic></subject><identifier type="ISSN">0022-3239</identifier><identifier type="eISSN">1573-2878</identifier><identifier type="JournalID">10957</identifier><identifier type="IssueArticleCount">16</identifier><identifier type="VolumeIssueCount">3</identifier><part><date>1993</date><detail type="volume"><number>77</number><caption>vol.</caption></detail><detail type="issue"><number>2</number><caption>no.</caption></detail><extent unit="pages"><start>343</start><end>358</end></extent></part><recordInfo><recordOrigin>Plenum Publishing Corporation, 1993</recordOrigin></recordInfo></relatedItem><identifier type="istex">413D2BA509A30DB35DE91F245EBBA8DA5001BDD6</identifier><identifier type="DOI">10.1007/BF00940716</identifier><identifier type="ArticleID">BF00940716</identifier><identifier type="ArticleID">Art6</identifier><accessCondition type="use and reproduction" contentType="copyright">Plenum Publishing Corporation, 1993</accessCondition><recordInfo><recordContentSource>SPRINGER</recordContentSource><recordOrigin>Plenum Publishing Corporation, 1993</recordOrigin></recordInfo></mods></metadata><serie></serie></istex></record>Pour manipuler ce document sous Unix (Dilib)
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