On imbedding and parametric optimization—A concept of a globally convergent algorithm for nonlinear optimization problems

1984 ◽  
pp. 79-96 ◽  
Author(s):  
Jürgen Guddat ◽  
Hansjörg Wacker ◽  
Walter Zulehner
Keyword(s):  
Nonlinear Optimization ◽  
Parametric Optimization ◽  
Optimization Problems ◽  
Globally Convergent ◽  
Convergent Algorithm

A globally convergent algorithm based on imbedding and parametric optimization

Computing ◽  
1983 ◽  
Vol 30 (3) ◽  
pp. 225-252 ◽  
Author(s):  
H. Gfrerer ◽  
J. Guddat ◽  
Hj. Wacker
Keyword(s):  
Parametric Optimization ◽  
Globally Convergent ◽  
Convergent Algorithm

scholarly journals A Practical Algorithm for General Large Scale Nonlinear Optimization Problems

1999 ◽  
Vol 9 (3) ◽  
pp. 755-778 ◽  
Author(s):  
Paul T. Boggs ◽  
Anthony J. Kearsley ◽  
Jon W. Tolle
Keyword(s):  
Nonlinear Optimization ◽  
Large Scale ◽  
Optimization Problems ◽  
Practical Algorithm

scholarly journals R-Regularity of Set-Valued Mappings Under the Relaxed Constant Positive Linear Dependence Constraint Qualification with Applications to Parametric and Bilevel Optimization

2021 ◽  
Author(s):  
Patrick Mehlitz ◽  
Leonid I. Minchenko
Keyword(s):  
Linear Dependence ◽  
Constraint Qualification ◽  
Parametric Optimization ◽  
Optimization Problems ◽  
Sufficient Conditions ◽  
Bilevel Optimization ◽  
Regularity Property ◽  
Constant Rank Constraint Qualification ◽  
Existence Criterion ◽  
Set Valued Mappings

AbstractThe presence of Lipschitzian properties for solution mappings associated with nonlinear parametric optimization problems is desirable in the context of, e.g., stability analysis or bilevel optimization. An example of such a Lipschitzian property for set-valued mappings, whose graph is the solution set of a system of nonlinear inequalities and equations, is R-regularity. Based on the so-called relaxed constant positive linear dependence constraint qualification, we provide a criterion ensuring the presence of the R-regularity property. In this regard, our analysis generalizes earlier results of that type which exploited the stronger Mangasarian–Fromovitz or constant rank constraint qualification. Afterwards, we apply our findings in order to derive new sufficient conditions which guarantee the presence of R-regularity for solution mappings in parametric optimization. Finally, our results are used to derive an existence criterion for solutions in pessimistic bilevel optimization and a sufficient condition for the presence of the so-called partial calmness property in optimistic bilevel optimization.

scholarly journals A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization

2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Zhijun Luo ◽  
Lirong Wang
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Linear Equations ◽  
Coefficient Matrix ◽  
Descent Direction ◽  
Constrained Optimization Problems ◽  
Inequality Constrained Optimization ◽  
Globally Convergent ◽  
Variable Distribution ◽  
Systems Of Linear Equations

A new parallel variable distribution algorithm based on interior point SSLE algorithm is proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.

Sign in / Sign up

Export Citation Format

Share Document