2002
DOI: 10.1137/s1052623499362822
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A Class of Globally Convergent Optimization Methods Based on Conservative Convex Separable Approximations

Abstract: Abstract. This paper deals with a certain class of optimization methods, based on conservative convex separable approximations (CCSA), for solving inequality-constrained nonlinear programming problems. Each generated iteration point is a feasible solution with lower objective value than the previous one, and it is proved that the sequence of iteration points converges toward the set of Karush-Kuhn-Tucker points. A major advantage of CCSA methods is that they can be applied to problems with a very large number … Show more

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Cited by 1,058 publications
(650 citation statements)
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“…Following Svanberg's approach [30], artificial variables w D w 1 ; w 2 ; : : : ; w m T ; w > 0, are introduced into the optimization problem (12), so that the following enlarged problem is addressed. Even if there is an empty solution set for the optimization model (12), a solution with the minimum violating the constraints in Equation (12) can be obtained.…”
Section: A Transferred Approximate Optimization Modelmentioning
confidence: 99%
“…Following Svanberg's approach [30], artificial variables w D w 1 ; w 2 ; : : : ; w m T ; w > 0, are introduced into the optimization problem (12), so that the following enlarged problem is addressed. Even if there is an empty solution set for the optimization model (12), a solution with the minimum violating the constraints in Equation (12) can be obtained.…”
Section: A Transferred Approximate Optimization Modelmentioning
confidence: 99%
“…To guarantee that the sequence of iteration points approaches the solution x * , one may cast the SAO method into a trust region framework (Alexandrov et al 1998), or in a framework of variable conservatism (Svanberg 2002). In the trust region framework, an allowed search domain is defined around x {k} , and incorporated into closed set C .…”
Section: Sequential Approximate Optimizationmentioning
confidence: 99%
“…If the primal subproblems happens to be infeasible, relaxation may for instance be used (see e.g. Svanberg 2002). …”
Section: Sequential Convex Programming Algorithmsmentioning
confidence: 99%
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