By Arieh Iserles
Acta Numerica has verified itself because the major discussion board for the presentation of definitive studies of numerical research issues. Highlights of this year's factor comprise articles on sequential quadratic programming, mesh adaption, loose boundary difficulties, and particle tools in continuum computations. The invited papers will permit researchers and graduate scholars alike to speedy clutch the present developments and advancements during this box.
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Extra info for Acta Numerica 1995 (Volume 4)
Polak (1989), 'Basics of minimax algorithms', in Nonsmooth Optimization and Related Topics (F. H. Clark, V. F. Dem'yanov and F. ), Plenum, New York, pp. 343-369. M. J. D. Powell (1977), 'A fast algorithm for nonlinearly constrained optimization calculations', in Numerical Analysis Dundee, 1977 (G. A. ), Springer-Verlag, Berlin, pp. 144-157. M. J. D. Powell (1978a), 'Algorithms for nonlinear constraints that use Lagrangian functions', Mathematical Programming 14, 224-248. M. J. D. Powell (1978b), 'The convergence of variable metric methods for nonlinearly constrained optimization calculations', in Nonlinear Programming 3 (O.
This was based on the assumption that the active inequality constraints at the solution of (NLP) would be identified by (SQP) when xk gets close to the solution. The question of when the active constraints for (QP) will be the same as those for (NLP) is resolved by using a 38 BOGGS AND TOLLE perturbation theory result as follows. 3) for all y such that Vg(x*)*y — 0. 2). This implies that the active sets are the same and that strict complementary slackness (assumption A3) holds for both. 1) is minimize V/(x fc ) t d x + ^dx Bf-dx dx subject to: Vflr(a;fc)tdx + g(xk) < 0.
First, at each iteration, the parameter p is chosen by P=ll«qplloo + P (4-22) for some constant p > 0. 23) where C S (0, | ) . 14), is to prevent a steplength that is too small. The 36 BOGGS AND TOLLE assumptions that have been made guarantee that the use of a backtracking line-search procedure produces steplengths that are uniformly bounded away from zero for all iterations. 24) imply that < oo fc=l' and therefore dx(xk)\\ ' 2 + \\h(xk) ' l l -> 0 as k -> oo. Since dx = 0 if and k only if x is a feasible point satisfying A l , the following theorem results.
Acta Numerica 1995 (Volume 4) by Arieh Iserles