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Article information
2001 , Volume 6, ¹ 3, p.64-102
Spellucci P.
Nonlinear (local) optimization. The state of the art
In this overview article we give a short introduction into {NLP} theory first and then review some of the most promising solution techniques. Whereas convex problems can be dealt with also in very high dimension successfully already, the treatment of nonconvex cases offers resistance to a satisfactory solution approach, since obviously methods which worked well for medium large problems cannot be transfered to very high dimensions.
[full text] Classificator Msc2000:- *90-02 Research exposition (monographs, survey articles)
- 90C30 Nonlinear programming
- 90C51 Interior-point methods
Keywords: unconstrained minimization, bound constrained problem, general linearly constrained problem, active set method, interior-point method, nonlinearly constrained problem, Friedlander method, Kanzow method, Spellucci method, modified SQP methods, homotopy methods, large scale optimization
Author(s):
Spellucci P
Office: TU Darmstadt, Dept. of Mathematics
Address: Germany, Darmstadt
E-mail: spellucci@mathematik.tu-darmstadt.de
Bibliography link:
Spellucci P. Nonlinear (local) optimization. The state of the art // Computational technologies. 2001. V. 6. ¹ 3. P. 64-102
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