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ID Category Severity Reproducibility Date Submitted Last Update
0000756 [ALGLIB] General feature have not tried 2017-11-07 21:10 2017-11-07 21:47
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution open  
Status assigned   Product Version
Summary 0000756: nonsmooth BFGS
Description todo

A combined BFGS-Gradient Sampling method with convergence
theory (F.E. Curtis and X. Que, 2015)

A successive quadratic programming (SQP) BFGS method
applied to challenging problems in static-output-feedback control
design (F.E. Curtis, T. Mitchell and M.L.O., 2015).
Although there are no theoretical results, it is much more
efficient and effective than the SQP Gradient Sampling method
which does have convergence results.


==== review

A successive quadratic programming gradient sampling method
with convergence theory.
F.E. Curtis and M.L.O., SIOPT, 2012.
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2017-11-07 21:10 SergeyB New Issue
2017-11-07 21:10 SergeyB Status new => assigned
2017-11-07 21:10 SergeyB Assigned To => SergeyB
2017-11-07 21:10 SergeyB Programming language => Unspecified
2017-11-07 21:45 SergeyB Description Updated
2017-11-07 21:47 SergeyB Description Updated


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