An interior point method for nonlinear programming with infeasibility detection capabilities
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Cites work
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- Steering exact penalty methods for nonlinear programming
- Trust Region Methods
Cited in
(15)- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- On the augmented subproblems within sequential methods for nonlinear programming
- A globally convergent primal-dual interior-point relaxation method for nonlinear programs
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information
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- An infeasibility certificate for nonlinear programming based on Pareto criticality condition
- Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- DSGE Nash: solving Nash games in macro models
- A Study of Indicators for Identifying Zero Variables in Interior-Point Methods
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
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