Advertisement

Second order corrections for non-differentiable optimization

  • R. Fletcher
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 912)

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Chamberlain R M, Lemarechal C, Pedersen H C and Powell M J D. (1980) “The watchdog technique for forcing convergence in algorithms for constrained optimization”, University of Cambridge DAMTP Report 80/NA1.Google Scholar
  2. Coleman T F and Conn A R. (1980) “Nonlinear programming via an exact penalty function: Asymptotic analysis”, University of Waterloo, Dept of Computer Science Report CS-80-30.Google Scholar
  3. Conn A R and Sinclair J W. (1975) “Quadratic programming via a non-differentiable penalty function”, University of Waterloo, Dept of Combinatorics and Optimization Report CORR 75-15.Google Scholar
  4. Fletcher R. (1980a) “A model algorithm for composite NDO problems”, University of Kentucky report and in Proc. Workshop on Numerical Techniques in Systems Engineering, to appear in Mathematical Programming Studies.Google Scholar
  5. Fletcher R. (1980b) Practical methods of optimization, Volume 1, Unconstrained optimization”, Wiley, Chichester.zbMATHGoogle Scholar
  6. Fletcher R. (1981a) “Practical methods of optimization, Volume 2, Constrained optimization”, Wiley, Chichester.zbMATHGoogle Scholar
  7. Fletcher R. (1981b) “Numerical experiments with an L1 exact penalty function method” in “Nonlinear programming 4”, eds. O L Mangasarian, R R Meyer and S M Robinson, Academic Press, New York.Google Scholar
  8. Han S P. (1981) “Variable metric methods for minimizing a class of nondifferentiable functions”, Math. Prog. 20 pp. 1–13.MathSciNetCrossRefzbMATHGoogle Scholar
  9. Moré J J. (1978) “The Levenberg-Marquardt algorithm: implementation and theory” in “Numerical Analysis, Dundee 1977” ed. G A Watson, Lecture Notes in Mathematics 630, Springer-Verlag, Berlin.Google Scholar
  10. Powell M J D. (1978) “A fast algorithm for nonlinearly constrained optimization calculations” in “Numerical Analysis, Dundee 1977”, ed. G A Watson, Lecture Notes in Mathematics 630, Springer-Verlag, Berlin.Google Scholar
  11. Pshenichnyi B. N. (1978) “Nonsmooth optimization and nonlinear programming” in “Nonsmooth optimization”, eds. C Lemarechal and R Mifflin, IIASA Proceedings 3, Pergamon, Oxford.Google Scholar
  12. Sargent R W H. (1974) “Reduced gradient and projection methods for nonlinear programming” in “Numerical methods for constrained optimization” eds. P E Gill and W Murray, Academic Press, London.Google Scholar
  13. Sorensen D C. (1980) “Newton's method with a trust region modification” Argonne Nat. Lab. Report ANL-80-106.Google Scholar
  14. Wilson R B. (1963) “A simplicial algorithm for concave programming”, PhD dissertation, Harvard University Graduate School of Business Administration.Google Scholar
  15. Wolfe M A. (1978) “Extended iterative methods for the solution of operator equations”, Numer. Math., 31, pp. 153–174.MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • R. Fletcher

There are no affiliations available

Personalised recommendations