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Treatment of degeneracy and preconditioning in nonlinear programming

Treatment of degeneracy and preconditioning in nonlinear programming
非线性规划中简并性和预处理的处理
批准号:
299010-2009
负责人:
Orban, Dominique
金额:
$1.46万
依托单位国家:
加拿大
项目类别:
Discovery Grants Program - Individual
财政年份:
2009
资助国家:
加拿大
项目状态:
已结题
起止时间:
2009-01-01 至 2010-12-31

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中文摘要
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英文摘要
This proposal adresses some of the difficulties posed by real-world optimization problems. In practice, the regularity assumptions under which optimization algorithms are typically developed may not hold. Elastic methods embed interior-point methods and are effective on problems that do not satisfy a constraint qualification condition, whether they are general nonlinear programs or structured degenerate problems such as mathematical programs with equilibrium constraints and with vanishing constraints. However, little is known about their behavior in the presence of weakly active constraints.
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Multi-Precision Optimization and Methods with Inaccurate Functions and Derivatives
  • 批准号:
    RGPIN-2020-06535
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $3.5万
  • 财政年份:
    2022
  • 负责人:
    Orban, Dominique
  • 依托单位:
Multi-Precision Optimization and Methods with Inaccurate Functions and Derivatives
  • 批准号:
    RGPIN-2020-06535
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $3.5万
  • 财政年份:
    2021
  • 负责人:
    Orban, Dominique
  • 依托单位:
Multi-Precision Optimization and Methods with Inaccurate Functions and Derivatives
  • 批准号:
    RGPIN-2020-06535
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $3.5万
  • 财政年份:
    2020
  • 负责人:
    Orban, Dominique
  • 依托单位:
Matrix-Free Methods for Optimization and Linear Systems
  • 批准号:
    RGPIN-2014-04269
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.84万
  • 财政年份:
    2019
  • 负责人:
    Orban, Dominique
  • 依托单位:
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