A globally convergent method for nonlinear programming
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Cites work
- Dual Variable Metric Algorithms for Constrained Optimization
- scientific article; zbMATH DE number 3476911 (Why is no real title available?)
- scientific article; zbMATH DE number 3323651 (Why is no real title available?)
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Stability of the solution of definite quadratic programs
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
Cited in
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- A penalty-function-free line search SQP method for nonlinear programming
- A modified SQP method with nonmonotone technique and its global convergence
- An extension of mechanism design optimization for motion generation
- A linear programming-based optimization algorithm for solving nonlinear programming problems
- Fuzzy multi-objective programming for supplier selection and risk modeling: a possibility approach
- Convergent stepsizes for constrained optimization algorithms
- A quadratic approximation method for minimizing a class of quasidifferentiable functions
- A globally convergent algorithm for nonlinearly constrained optimization problems
- An active set RQP algorithm for engineering design optimization
- On minimax eigenvalue problems via constrained optimization
- Penalty functions, Newton's method, and quadratic programming
- A sparse sequential quadratic programming algorithm
- Control parametrization: a unified approach to optimal control problems with general constraints
- Separation process optimization calculations
- Numerical comparisons of nonlinear programming algorithms on serial and vector processors using automatic differentiation
- Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization
- A robust secant method for optimization problems with inequality constraints
- Steplength algorithms for minimizing a class of nondifferentiable functions
- Enlarging the region of convergence of Newton's method for constrained optimization
- A globally convergent algorithm for exact penalty functions
- Globally convergent methods for semi-infinite programming
- A recursive quadratic programming algorithm for semi-infinite optimization problems
- An algorithm for solving linearly constrained minimax problems
- A least-distance programming procedure for minimization problems under linear constraints
- Sequential quadratic programming for certain parameter identification problems
- Successive linearization methods for large-scale nonlinear programming problems
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- Complete decomposition algorithm for nonconvex separable optimization problems and applications
- A new successive quadratic programming algorithm
- A quasi-Newton method for estimating the parameter in a nonlinear hyperbolic system
- A reduced Hessian method for constrained optimization
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- On a class fo hybrid methods for smooth constrained optimization
- New minimax algorithm
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- A recursive quadric programming algorithm that uses new nondifferentiable penalty functions
- A two-parameter exact penalty function for nonlinear programming
- New sequential quadratic programming algorithm with consistent subproblems
- A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
- Experimental complexity analysis of continuous constraint satisfaction problems.
- Approximate prediction-based control method for nonlinear oscillatory systems with applications to chaotic systems
- Optimal control of urban air pollution related to traffic flow in road networks
- A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity
- Global convergence on an active set SQP for inequality constrained optimization
- Iterative bundle-based decomposition for large-scale nonseparable convex optimization
- Nonmonotone line search algorithm for constrained minimax problems
- Computational methods for optimum design of large complex systems
- On solving three classes of nonlinear programming problems via simple differentiable penalty functions
- A robust sequential quadratic programming method
- A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method
- Exact barrier function methods for Lipschitz programs
- A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
- Sediment minimization in canals: an optimal control approach
- A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization
- Globalization of nonlinear FETI-DP domain decomposition methods using an SQP approach
- A combined principal component analysis and energy minimization-based approach to model deformation of web core beams
- Analytical modeling of laminated composite plates using Kirchhoff circuit and wave digital filters
- A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
- Exact penalty function algorithm with simple updating of the penalty parameter
- Improved filter-SQP algorithm with active set for constrained minimax problems
- On combining feasibility, descent and superlinear convergence in inequality constrained optimization
- Nonlinear robust optimization via sequential convex bilevel programming
- Supply chain outsourcing risk using an integrated stochastic-fuzzy optimization approach
- An SQP-type algorithm for nonlinear second-order cone programs
- A trust-region method by active-set strategy for general nonlinear optimization
- Optimization in control and learning in coupled map lattice systems
- A sequential quadratically constrained quadratic programming method of feasible directions
- An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
- A feasible filter SQP algorithm with global and local convergence
- Symmetric quadrature rules for simplexes based on sphere close packed lattice arrangements
- A trust-region SQP method without a penalty or a filter for nonlinear programming
- A nonlinear preconditioner for optimum experimental design problems
- A modified Newton method for constrained estimation in covariance structure analysis
- Nonparametric specification tests for conditional duration models
- Probabilistic model identification of uncertainties in computational models for dynamical systems and experimental validation
- Use of exact penalty functions to determine efficient decisions
- A sequential quadratic programming method for potentially infeasible mathematical programs
- An analysis of reduced Hessian methods for constrained optimization
- Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
- Multiscale design of nonlinear materials using reduced-order modeling
- An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems
- Direct multiple shooting and generalized Gauss-Newton method for parameter estimation problems in ODE models
- An augmented Lagrangian based algorithm for distributed nonconvex optimization
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- Minimizing the sum of a linear and a linear fractional function applying conic quadratic representation: continuous and discrete problems
- Optimization using simulation and response surface methodology with an application on subway train scheduling
- A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
- An inexact ℓ1penalty SQP algorithm for PDE-constrained optimization with an application to shape optimization in linear elasticity
- An exact penalty method for nonconvex problems covering, in particular, nonlinear programming, semidefinite programming, and second-order cone programming
- \texttt{ACADO toolkit} -- an open-source framework for automatic control and dynamic optimization
- Use of a finite penalty in convex programming problems for global convergence of Newton's method with steep adjustment
- Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
- Optimal control of robotic manipulators in the presence of obstacles
- Sequential quadratic programming (SQP) for optimal control in direct numerical simulation of turbulent flow
- A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization
- The Sequential Quadratic Programming Method
- Optimal synthesis of function generator of four-bar linkages based on distribution of precision points
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