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An SQP method for mathematical programs with vanishing constraints with strong convergence properties

We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of [Formula: see text] -stationarity (Benko and Gfrerer in Optimization 66(1):6...

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Detalhes bibliográficos
Publicado no:Comput Optim Appl
Main Authors: Benko, Matúš, Gfrerer, Helmut
Formato: Artigo
Idioma:Inglês
Publicado em: Springer US 2017
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5397537/
https://ncbi.nlm.nih.gov/pubmed/28479672
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10589-017-9894-9
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