A short review of
Thesis Constrained, non-linear, derivative-free
A short review of the available techniques.
Active set - Null space method
Gradient Projection Methods
Primal-dual interior point
Lower Bounds on optimal value
The Lagrange dual problem of a linear problem in inequality form
A primal-dual Algorithm
Link between Barrier method and Interior point method
A final note on primal-dual algorithms.
A small note about the H matrix in the SQP algorithm.
A final note about the SQP algorithm.
The final choice of a constrained algorithm
Detailed description of the constrained step
The QP algorithm
Active Set methods
Duality in QP programming
A note on the implemented QP
The SQP algorithm
Length of the step.
Maratos effect: The SOC step.
The SQP in detail
The constrained step in detail
Remarks about the constrained step.
Numerical Results for the constrained algorithm
The METHOD project
Parametrization of the shape of the blades
Preliminary numerical results
Interface between CONDOR and XFLOS / Pre-Solve phase
Config file on client node
About the code
Some advice on how to use the code.
Speed of convergence of Newton's method.
How to improve Newton's method : Zoutendijk Theorem.
The ``steepest descent'' trick.
Gram-Schmidt orthogonalization procedure.
Notions of constrained optimization
The secant equation
1D Newton's search
Newton's method for non-linear equations
Performing Cholesky decomposition.
A simple direct optimizer: the Rosenbrock optimizer
Frank Vanden Berghen 2004-04-19