Search Results - subject:"Sequential quadratic programming"

Conditionally-uniform Feasible Grid Search Algorithm

Dziubinski, Matt P. - School of Economics and Management, University of Aarhus - 2012

We present and evaluate a numerical optimization method (together with an algorithm for choosing the starting values) pertinent to the constrained optimization problem arising in the estimation of the GARCH models with inequality constraints, in particular the Simplified Component GARCH Model...

Persistent link: https://www.econbiz.de/10009421016

Solution Of Multi - Objective Optimization Power System Problems Using Hybrid Algorithm

Jaganathan, S.; Palaniswami, S. - In: Journal of Asian Scientific Research 1 (2011) 5, pp. 265-270

level search, which can give a good direction to the optimal global region and a local search Sequential Quadratic … Programming (SQP) is used as a fine tuning to determine the optimal solution at the end. …

Persistent link: https://www.econbiz.de/10009395989