Chandu Visweswariah, Ruud A. Haring, et al.
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems
A new primal-dual algorithm is proposed for the minimization of non-convex objective functions subject to general inequality and linear equality constraints. The method uses a primal-dual trust-region model to ensure descent on a suitable merit function. Convergence is proved to second-order critical points from arbitrary starting points. Numerical results are presented for general quadratic programs.
Chandu Visweswariah, Ruud A. Haring, et al.
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems
Pierre Bonami, Lorenz T. Biegler, et al.
Discrete Optimization
Hongchao Zhang, Andrew R. Conn
COAP
Andrew R. Conn, L.N. Vicente
Optimization Methods and Software