Non-Linear Programming Algorithm

A Non-Linear Programming Algorithm is a [[]] that ...

• AKA: Nonlinear Programming, List of Numerical Analysis Topics.
• See: Space Mapping, Nonlinear Programming, Geometric Programming, Signomial, Posynomial, Quadratically Constrained Quadratic Program, Linear-Fractional Programming, Fractional Programming, Nonlinear Complementarity Problem, Least Squares, Non-Linear Least Squares, Gauss–Newton Algorithm.

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References

2016

• (Wikipedia, 2016) ⇒ https://en.wikipedia.org/wiki/list_of_numerical_analysis_topics#Nonlinear_programming Retrieved:2016-4-4.
  • Nonlinear programming — the most general optimization problem in the usual framework
    • Special cases of nonlinear programming:
      • See Linear programming and Convex optimization above
      • Geometric programming — problems involving signomials or posynomials
        • Signomial — similar to polynomials, but exponents need not be integers
        • Posynomial — a signomial with positive coefficients
      • Quadratically constrained quadratic program
      • Linear-fractional programming — objective is ratio of linear functions, constraints are linear
        • Fractional programming — objective is ratio of nonlinear functions, constraints are linear
      • Nonlinear complementarity problem (NCP) — find x such that x ≥ 0, f(x) ≥ 0 and x^T f(x) = 0
      • Least squares — the objective function is a sum of squares
        • Non-linear least squares
        • Gauss–Newton algorithm
          • BHHH algorithm — variant of Gauss–Newton in econometrics
          • Generalized Gauss–Newton method — for constrained nonlinear least-squares problems
        • Levenberg–Marquardt algorithm
        • Iteratively reweighted least squares (IRLS) — solves a weigted least-squares problem at every iteration
        • Partial least squares — statistical techniques similar to principal components analysis
          • Non-linear iterative partial least squares (NIPLS)
      • Mathematical programming with equilibrium constraints — constraints include variational inequalities or complementarities
      • Univariate optimization:
        • Golden section search
        • Successive parabolic interpolation — based on quadratic interpolation through the last three iterates
    • General algorithms:
      • Concepts:
        • Descent direction
        • Guess value — the initial guess for a solution with which an algorithm starts
        • Line search
          • Backtracking line search
          • Wolfe conditions
      • Gradient method — method that uses the gradient as the search direction
        • Gradient descent
          • Stochastic gradient descent
        • Landweber iteration — mainly used for ill-posed problems
      • Successive linear programming (SLP) — replace problem by a linear programming problem, solve that, and repeat
      • Sequential quadratic programming (SQP) — replace problem by a quadratic programming problem, solve that, and repeat
      • Newton's method in optimization
        • See also under Newton algorithm in the section Finding roots of nonlinear equations
      • Nonlinear conjugate gradient method
      • Derivative-free methods
        • Coordinate descent — move in one of the coordinate directions
          • Adaptive coordinate descent — adapt coordinate directions to objective function
          • Random coordinate descent — randomized version
        • Nelder–Mead method
        • Pattern search (optimization)
        • Powell's method — based on conjugate gradient descent
        • Rosenbrock methods — derivative-free method, similar to Nelder–Mead but with guaranteed convergence
      • Augmented Lagrangian method — replaces constrained problems by unconstrained problems with a term added to the objective function
      • Ternary search
      • Tabu search
      • Guided Local Search — modification of search algorithms which builds up penalties during a search
      • Reactive search optimization (RSO) — the algorithm adapts its parameters automatically
      • MM algorithm — majorize-minimization, a wide framework of methods
      • Least absolute deviations
        • Expectation–maximization algorithm
          • Ordered subset expectation maximization
      • Adaptive projected subgradient method
      • Nearest neighbor search
      • Space mapping — uses "coarse" (ideal or low-fidelity) and "fine" (practical or high-fidelity) models

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