LANCELOT
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A globally convergent penalty-free method for optimization with equality constraints and simple bounds ⋮ Optimality conditions in variational form for non-linear constrained stochastic control problems ⋮ On the application of an augmented Lagrangian algorithm to some portfolio problems ⋮ A new trust region algorithm for bound constrained minimization ⋮ A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing ⋮ Corrected sequential linear programming for sparse minimax optimization ⋮ Stabilized optimization via an NCL algorithm ⋮ Optimizing the composition profile of a functionally graded interlayer using a direct transcription method ⋮ A note on exploiting structure when using slack variables ⋮ A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization ⋮ Computational comparison of surface metrics for PDE constrained shape optimization ⋮ OPTIMASS: a package for the minimization of kinematic mass functions with constraints ⋮ A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms ⋮ Best practices for comparing optimization algorithms ⋮ An interior-point penalty active-set trust-region algorithm ⋮ A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm ⋮ An optimal algorithm for bound and equality constrained quadratic programming problems with bounded spectrum ⋮ Partitioning group correction Cholesky techniques for large scale sparse unconstrained optimization ⋮ Impact of partial separability on large-scale optimization ⋮ On the number of inner iterations per outer iteration of a globally convergent algorithm for optimization with general nonlinear inequality constraints and simple bounds ⋮ Numerical experiences with new truncated Newton methods in large scale unconstrained optimization ⋮ Sequential quadratic programming methods for large-scale problems ⋮ Interactions between nonlinear programming and modeling systems ⋮ Recent progress in unconstrained nonlinear optimization without derivatives ⋮ A \(p\)-version finite element method for nonlinear elliptic variational inequalities in 2D ⋮ On the multiplier-penalty-approach for quasi-variational inequalities ⋮ Monotone projected gradient methods for large-scale box-constrained quadratic programming ⋮ A theoretical analysis of the cross-nested logit model ⋮ A modified nearly exact method for solving low-rank trust region subproblem ⋮ A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization ⋮ Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints ⋮ Updating the multipliers associated with inequality constraints in an augmented Lagrangian multiplier method ⋮ Closed-loop reservoir management on the Brugge test case ⋮ DrAmpl: A meta solver for optimization problem analysis ⋮ A practical relative error criterion for augmented Lagrangians ⋮ A theoretical analysis on efficiency of some Newton-PCG methods ⋮ On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians ⋮ An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix ⋮ A direct differentiation formulation of electromechanical sensitivity analysis for rough surfaces in contact ⋮ Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization ⋮ On diagonally structured problems in unconstrained optimization using an inexact super Halley method ⋮ Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function ⋮ A primal-dual augmented Lagrangian ⋮ Approximating Hessians in unconstrained optimization arising from discretized problems ⋮ Mathematical reliability: an expository perspective. ⋮ An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints ⋮ The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints ⋮ Sparse quasi-Newton updates with positive definite matrix completion ⋮ Numerical lower bound shakedown analysis of engineering structures ⋮ Erratum to: ``Nonlinear programming without a penalty function or a filter ⋮ Primal-dual active-set methods for large-scale optimization ⋮ An adaptive augmented Lagrangian method for large-scale constrained optimization ⋮ Conjugate gradient algorithms in nonconvex optimization ⋮ Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points ⋮ Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm ⋮ Optimal quadratic programming algorithms. 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