nonconvex optimization – Page 19

A General Framework for Convex Relaxation of Polynomial Optimization Problems over Cones

Published: 2002/06/09, Updated: 2004/04/29

The class of POPs (Polynomial Optimization Problems) over cones covers a wide range of optimization problems such as $0$-$1$ integer linear and quadratic programs, nonconvex quadratic programs and bilinear matrix inequalities. This paper presents a new framework for convex relaxation of POPs over cones in terms of linear optimization problems over cones. It provides a … Read more

A truncated SQP algorithm for solving nonconvex equality constrained optimization problems

Published: 2002/01/03

Laurent Chauvier

Antonio Fuduli

Jean Charles Gilbert

Constrained Nonlinear Optimization equality constraint, exact penalty functions, global convergence, line-search, nonconvex optimization, sequential quadratic programming, truncated conjugate gradient algorithm

An algorithm for solving equality constrained optimization problems is proposed. It can deal with nonconvex functions and uses a truncated conjugate algorithm for detecting nonconvexity. The algorithm ensures convergence from remote starting point by using line-search. Numerical experiments are reported, comparing the approach with the one implemented in the trust region codes ETR and Knitro. … Read more