A trust region method for zero-one nonlinear programming
نویسندگان
چکیده
منابع مشابه
Steepest descent method for solving zero-one nonlinear programming problems
In this paper we use steepest descent method for solving zero-one nonlinear programming problem. Using penalty function we transform this problem to an unconstrained optimization problem and then by steepest descent method we obtain the original problem optimal solution. 2007 Elsevier Inc. All rights reserved.
متن کاملTrust Region Approaches for Nonlinear Bilevel Programming
Bilevel programs form a class of hierarchical optimzation problems in which the constraint set is not explicit but is defined in terms of another optimization problem. Optimization problems in several real-life domains can be expressed as bilevel programs, making such problems ubiquitous. In this term paper, we analyze a trust region approach for solving a special case of this problem.
متن کاملA Trust Region Algorithm for Solving Nonlinear Equations (RESEARCH NOTE)
This paper presents a practical and efficient method to solve large-scale nonlinear equations. The global convergence of this new trust region algorithm is verified. The algorithm is then used to solve the nonlinear equations arising in an Expanded Lagrangian Function (ELF). Numerical results for the implementation of some large-scale problems indicate that the algorithm is efficient for these ...
متن کاملA trust region algorithm for nonlinear bilevel programming
We propose to solve generalized bilevel programs by a trust region approach where the “model” takes the form of a bilevel program involving a linear program at the upper level and a linear variational inequality at the lower level. By coupling the concepts of trust region and linesearch in a novel way, we obtain an implementable algorithm that converges to a strong stationary point of the origi...
متن کاملA trust region SQP algorithm for mixed-integer nonlinear programming
We propose a modified sequential quadratic programming (SQP) method for solving mixed-integer nonlinear programming problems. Under the assumption that integer variables have a smooth influence on the model functions, i.e., that function values do not change drastically when inor decrementing an integer value, successive quadratic approximations are applied. The algorithm is stabilized by a tru...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 1997
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro/1997310403311