Karush–Kuhn–Tucker conditions

Results: 39



#Item
21Penalty method / Karush–Kuhn–Tucker conditions / Function / Search algorithms / Mathematics / Mathematical optimization / Sequential quadratic programming

Switching Stepsize Strategies for SQP George Tzallas-Regas∗ Ber¸c Rustem† September 13, 2010

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Source URL: www.doc.ic.ac.uk

Language: English - Date: 2010-09-30 13:28:59
22Mathematical analysis / Lagrange multiplier / Karush–Kuhn–Tucker conditions / Constraint / Derivative / Vector space / Quadratic programming / Duality / Constraint optimization / Mathematical optimization / Mathematics / Algebra

Portfolio Optimization Part 2 – Constrained Portfolios John Norstad [removed] http://www.norstad.org

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Source URL: www.norstad.org

Language: English - Date: 2011-11-03 12:39:01
23Mathematics / Numerical software / Theoretical computer science / Convex optimization / Linear programming / Solver / Karush–Kuhn–Tucker conditions / MEMO Model / Operations research / Mathematical optimization / Applied mathematics

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Source URL: www.gams.com

Language: English - Date: 2014-09-02 04:00:18
24Applied mathematics / Operations research / Game theory / Stochastic optimization / Nonlinear programming / Stochastic / Markov decision process / Karush–Kuhn–Tucker conditions / Algorithm / Mathematical optimization / Mathematics / Statistics

Abstract This thesis is organized into two parts, one for my main area of research in the field of stochastic games, and the other for my contributions in the area of service systems. We first provide an abstract for my

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Source URL: etd.ncsi.iisc.ernet.in

Language: English - Date: 2014-04-23 01:33:27
25Operations research / Convex optimization / Linear programming / Quadratic programming / Interior point method / Linear least squares / Karush–Kuhn–Tucker conditions / Duality / Mathematical optimization / Numerical analysis / Mathematics

Addressing Rank Degeneracy in Constraint-Reduced Interior-Point Methods for Linear Optimization Luke B. Winternitz∗ Andr´e L. Tits†

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Source URL: www.ece.umd.edu

Language: English - Date: 2012-11-14 11:17:32
26Linear algebra / Linear programming / Interior point method / Quadratic programming / Lagrange multiplier / Matrix / Vector space / Karush–Kuhn–Tucker conditions / Algebra / Mathematics / Mathematical optimization

ADAPTIVE CONSTRAINT REDUCTION FOR CONVEX QUADRATIC PROGRAMMING∗ ´ L. TITS§ JIN HYUK JUNG† , DIANNE P. O’LEARY‡ , AND ANDRE Abstract. We propose an adaptive, constraint-reduced, primal-dual interior-point algori

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Source URL: www.ece.umd.edu

Language: English - Date: 2012-01-11 10:10:21
27Mathematics / Sequential quadratic programming / Quadratic programming / Karush–Kuhn–Tucker conditions / Active set / Linear programming / Constraint / Line search / Mathematical optimization / Mathematical analysis / Applied mathematics

1 FEASIBLE SEQUENTIAL QUADRATIC PROGRAMMING FOR FINELY DISCRETIZED PROBLEMS FROM SIP

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Source URL: www.ece.umd.edu

Language: English - Date: 2004-11-07 22:16:25
28Lagrange multiplier / Convex optimization / Karush–Kuhn–Tucker conditions / Constraint / Nonlinear programming / Optimal control / Linear programming / PROPT / Linear complementarity problem / Mathematical optimization / Mathematical analysis / Mathematics

15 Kuhn -Tucker conditions There is a systematic approach to inequality-constrained maximisation—a.k.a. concave programming or nonlinear programming.

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Source URL: www.economics.soton.ac.uk

Language: English - Date: 2003-10-12 05:45:14
29Theoretical computer science / Generalized semi-infinite programming / Semi-infinite programming / Robust optimization / Convex optimization / Constraint / Optimization problem / Combinatorial optimization / Karush–Kuhn–Tucker conditions / Mathematical optimization / Mathematical analysis / Mathematics

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Source URL: www-2.dc.uba.ar

Language: English - Date: 2004-09-21 22:41:38
30Interior point method / Quadratic programming / Penalty method / Linear programming / Quasi-Newton method / Lagrange multiplier / Gauss–Newton algorithm / Karush–Kuhn–Tucker conditions / Duality / Numerical analysis / Mathematical optimization / Mathematical analysis

j489 Index a accuracy – avoiding numerical problems 20

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Source URL: www.wiley-vch.de

Language: English - Date: 2013-11-12 21:06:32
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