Nie Pu-yan – Optimization Online

A Null Space Method for Solving System of Equations

Published: 2003/02/22, Updated: 2003/02/26

Nonlinear Optimization equality constraints, global convergenc, nonlinear programming, nonlinear system of equations, null space methods

We transform the system of nonlinear equations into a nonlinear programming problem, which is solved by null space algorithms. We do not use standard least square approach. We divide the equations into two groups. One group contains the equations that are treated as equality constraints. The square of other equations is regarded as objective function. … Read more

Sequential Penalty Quadratic Programming Filter Methods for Nonlinear Programming

Published: 2003/02/19, Updated: 2003/09/18

Nie Pu-yan

Nonlinear Optimization constrained, convergent, filter method, nonlinear programming, s method

Filter approach is recently proposed by Fletcher and Leyffer in 2002 and is attached importance to. In this paper, the filter approach is used in an sequential penalty quadratic programming (S$l$QP) algorithm which is similar to that of Yuan’s. In every trial step, the step length is controlled by a trust region radius. If the … Read more