Laboratoire de Mathématiques d'Orsay

Trust Region Methods

Preface 1. Introduction Part I. Preliminaries: 2. Basic Concepts 3. Basic Analysis and Optimality Conditions 4. Basic Linear Algebra 5. Krylov Subspace Methods Part II. Trust-Re...

On the Global Convergence of a Filter--SQP Algorithm

A mechanism for proving global convergence in SQP-filter methods for nonlinear programming (NLP) is described. Such methods are characterized by their use of the dominance conce...

Density estimation in Besov spaces

Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming

The local convergence properties of a class of primal-dual interior point methods are analyzed. These methods are designed to minimize a nonlinear, nonconvex, objective function...