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Efficient Second-Order Methods for Second-Order Cone Programs and Continuous Nonlinear Two-Stage Optimization Problems

Description:

This dissertation presents novel advancements in the field of continuous nonlinear optimization, focusing on the development of efficient second-order methods for second-order conic programs (SOCPs) and continuous nonlinear two-stage optimization problems. The primary focus is on the theory and computations of Sequential Quadratic Programming (SQP) methods, which are widely used...

Keyword:

Nonlinear Optimization, Second-order Cone Programs, Two-stage Optimization, and Sequential Quadratic Programming

Subject:

Industrial engineering and Operations research

Creator:

Luo, Xinyi

Owner:

Scholarly Digital Publishing

Language:

en

Date Uploaded:

08/23/2023

Date Created:

2023-01-01

Resource Type:

Dissertation

Alternate Identifier:

etdadmin_upload_1013576 and http://dissertations.umi.com/northwestern:16752
NonLinear Programming (NLP): Sequential quadratic programming

Description:

Sequential quadratic programming (SQP) is a class of algorithms for solving non-linear optimization problems (NLP) in the real world. It is powerful enough for real problems because it can handle any degree of non-linearity including non-linearity in the constraints. The main disadvantage is that the method incorporates several derivatives, which...

Keyword:

Sequential Quadratic Programming

Creator:

Ben Goodman

Owner:

Scholarly Digital Publishing

Date Uploaded:

11/30/2018

Date Modified:

11/30/2018

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Efficient Second-Order Methods for Second-Order Cone Programs and Continuous Nonlinear Two-Stage Optimization Problems

NonLinear Programming (NLP): Sequential quadratic programming

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