Search Results - subject:"Inequality Constrained Optimization"

Incorporating prior information into a GMM objective for mixed logit demand systems

Romeo, Charles J. - 2012 - First Draft: February 2012

It is well known that random parameters specifications can generate upward sloping demands for a subset of products in the data. Nevo (2001), for example, found 0.7 percent of demands to be upward sloping. Possibly less well known is that demand system estimates can imply margins outside of the...

Persistent link: https://www.econbiz.de/10012112903

Exactness and algorithm of an objective penalty function

Meng, Zhiqing; Dang, Chuangyin; Jiang, Min; Xu, Xinsheng; … - In: Journal of Global Optimization 56 (2013) 2, pp. 691-711

a global solution to an inequality constrained optimization problem and its global convergence is also proved under some … constrained optimization. In terms of exactness, this objective penalty function is at least as good as traditional exact penalty … design and management. In this paper, we study exactness and algorithm of an objective penalty function for inequality …

Persistent link: https://www.econbiz.de/10010680603

A reduced Hessian SQP method for inequality constrained optimization

Liu, Tao-Wen - In: Computational Optimization and Applications 49 (2011) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10009149867

An improved SQP algorithm for inequality constrained optimization

Zhu, Zhibin; Zhang, Kecun; Jian, Jinbao - In: Computational Statistics 58 (2003) 2, pp. 271-282

In this paper, the feasible type SQP method is improved. A new algorithm is proposed to solve nonlinear inequality constrained problem, in which a new modified method is presented to decrease the computational complexity. It is required to solve only one QP subproblem with only a subset of the...

Persistent link: https://www.econbiz.de/10010848024

An improved SQP algorithm for inequality constrained optimization

Zhu, Zhibin; Zhang, Kecun; Jian, Jinbao - In: Mathematical Methods of Operations Research 58 (2003) 2, pp. 271-282

Persistent link: https://www.econbiz.de/10010950389