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Nocedal is well-known for his research in nonlinear optimization, particularly for his work on L-BFGS [4] [5] and his textbook Numerical Optimization. [6] In 2001, Nocedal co-founded Ziena Optimization Inc. and co-developed the KNITRO software package. [7] Nocedal was a chief scientist at Ziena Optimization Inc. from 2002 to 2012 before the ...
Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization which may be considered a quasi-Newton method.SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable, but not necessarily convex.
Successive Linear Programming (SLP), also known as Sequential Linear Programming, is an optimization technique for approximately solving nonlinear optimization problems. [1] It is related to, but distinct from, quasi-Newton methods .
Nocedal, Jorge and Wright, Stephen J. (1999). Numerical Optimization. Springer. ISBN 0-387-98793-2. Jan Brinkhuis and Vladimir Tikhomirov, Optimization: Insights and Applications, 2005, Princeton University Press
Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems and add a penalty term to the objective, but the augmented Lagrangian method adds yet another term designed to mimic a Lagrange multiplier.
NPSOL is a software package that performs numerical optimization. It solves nonlinear constrained problems using the sequential quadratic programming algorithm. It was written in Fortran by Philip Gill of UCSD and Walter Murray, Michael Saunders and Margaret Wright of Stanford University.
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It is a direct search method (based on function comparison) and is often applied to nonlinear optimization problems for which derivatives may not be known. However, the Nelder–Mead technique is a heuristic search method that can converge to non-stationary points [ 1 ] on problems that can be solved by alternative methods.