Switching Stepsize Strategies for Nonlinear Programming
Three stepsize strategies are considered for Sequential Quadratic Programming and Primal-Dual Interior Point methods. Each strategy has its advantages and disadvantages. Switch rules are implemented, that combine all three strategies so as to complement their merits and avoid their drawbacks. Both a...
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Imperial College London
2007
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.504757 |