Algorithms for nonlinear constraints that use lagrangian functions
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- scientific article; zbMATH DE number 3422205 (Why is no real title available?)
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- A new approach to variable metric algorithms
- A quadratically-convergent algorithm for general nonlinear programming problems
- An Ideal Penalty Function for Constrained Optimization
- An alternate implementation of Goldfarb's minimization algorithm
- Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
- Multiplier and gradient methods
- Multiplier methods: A survey
- Quasi-Newton Methods, Motivation and Theory
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- The Convergence of a Class of Double-rank Minimization Algorithms
Cited in
(89)- A non-linear programming approach to the computer-aided design of regulators using a linear-quadratic formulation†
- Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization
- Exploiting damped techniques for nonlinear conjugate gradient methods
- The first open channel for yield-stress fluids in porous media
- Nonlinear modal analysis of mechanical systems with frictionless contact interfaces
- An augmented Lagrangian filter method
- An algorithm for composite nonsmooth optimization problems
- The dynamic-Q optimization method: an alternative to SQP?
- Sequential quadratic programming with a flexible step acceptance strategy
- Gradient-free strategies to robust well control optimization
- A quadratic approximation method for minimizing a class of quasidifferentiable functions
- A robust sequential quadratic programming method
- A general system for heuristic minimization of convex functions over non-convex sets
- Quasi-Newton methods for machine learning: forget the past, just sample
- A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. II: Application
- Image space approach to penalty methods
- Proximal quasi-Newton method for composite optimization over the Stiefel manifold
- Linear convergence of descent methods for the unconstrained minimization of restricted strongly convex functions
- Scaling damped limited-memory updates for unconstrained optimization
- A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function
- Dual techniques for constrained optimization
- A globalization of L-BFGS and the Barzilai-Borwein method for nonconvex unconstrained optimization
- On the local and global convergence of a reduced Quasi-Newton method1
- A combined class of self-scaling and modified quasi-Newton methods
- Solving nonlinear programming problems with very many constraints
- Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
- NURBS-enhanced line integration BEM for thermo-elastic problems considering the gravity load
- An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization
- Enlarging the region of convergence of Newton's method for constrained optimization
- ADAPTIVE-IMPROVED GENETIC ALGORITHM FOR THE ECONOMIC DISPATCH OF UNITS WITH MULTIPLE FUEL OPTIONS
- Essential issues on solving optimal power flow problems using soft-computing
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- A robust multi-batch L-BFGS method for machine learning
- Nonsmooth exact penalty methods for equality-constrained optimization: complexity and implementation
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- A Mixed and Superlinearly Convergent Algorithm for Constrained Optimization
- Quasi-Newtonian methods of constrained optimization
- Stochastic proximal quasi-Newton methods for non-convex composite optimization
- Minimum cost trajectory planning for industrial robots
- Computational methods for optimum design of large complex systems
- High-order optimization methods for fully composite problems
- Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming
- Structural optimization strategies for simple and integrally stiffened plates and shells
- A model-free shrinking-dimer saddle dynamics for finding saddle point and solution landscape
- An adaptive regularized proximal Newton-type methods for composite optimization over the Stiefel manifold
- Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems
- Damped techniques for enforcing convergence of quasi-Newton methods
- Block BFGS methods
- An approach to multi-start clustering for global optimization with non-linear constraints
- Multi-level iterations for economic nonlinear model predictive control
- A two-stage feasible directions algorithm for nonlinear constrained optimization
- Experiments with successive quadratic programming algorithms
- YAM2: yet another library for the M₂ variables using sequential quadratic programming
- A new alternating direction trust region method based on conic model for solving unconstrained optimization
- Transformed primal-dual methods for nonlinear saddle point systems
- An overview of stochastic quasi-Newton methods for large-scale machine learning
- An augmented Lagrangian method for state constrained linear parabolic optimal control problems
- Switching stepsize strategies for sequential quadratic programming
- A new type of quasi-Newton updating formulas based on the new quasi-Newton equation
- A mixture model for occupational exposure mean testing with a limit of detection
- A globally convergent version of a general recursive algorithm for nonlinear programming
- SOME ASPECTS OF OPTIMUM DESIGN OF ELECTROMAGNETIC DEVICES
- An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems
- Constrained optimization based F. E. mesh deforming algorithm for unconfined seepage problems
- Estimating and testing generalized linear models under inequality restrictions
- A globally convergent, implementable multiplier method with automatic penalty limitation
- Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition
- Constrained linear quadratic Gaussian control with process applications
- Consistent approximations in composite optimization
- Damped techniques for the limited memory BFGS method for large-scale optimization
- A primal-dual Newton-type algorithm for geometric programs with equality constraints
- A survey of gradient methods for solving nonlinear optimization
- An augmented Lagrangian trust region method for equality constrained optimization
- Numerical performance of two formulations of truss topology optimization
- Structural analysis and optimization in the framework of reduced-basis method
- Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests
- An SQP-type proximal gradient method for composite optimization problems with equality constraints
- A comparison of distributed MPC schemes on a hydro-power plant benchmark
- Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton's method
- The linearization method
- A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method
- A factorization with update procedures for a KKT matrix arising in direct optimal control
- Some examples of cycling in variable metric methods for constrained minimization
- Testing for separable functional structure using temporary equilibrium models
- An augmented Lagrangian trust-region method with inexact gradient evaluations to accelerate constrained optimization problems using model hyperreduction
- A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
- A study of convex convex-composite functions via infimal convolution with applications
- A simple alternating direction method for the conic trust region subproblem
This page was built for publication: Algorithms for nonlinear constraints that use lagrangian functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4162980)
