Computational experience with penalty-barrier methods for nonlinear programming
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Cites work
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- CUTE
- Line Search Procedures for the Logarithmic Barrier Function
- Modified barrier functions (theory and methods)
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Cited in
(19)- scientific article; zbMATH DE number 679857 (Why is no real title available?)
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- The resolution of the optimal reactive dispatch problem via the relaxed barrier-Lagrangian function method
- A primal-dual modified log-barrier method for inequality constrained nonlinear optimization
- Decomposition for structured convex programs with smooth multiplier methods
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- A penalty-interior-point algorithm for nonlinear constrained optimization
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- A shifted primal-dual penalty-barrier method for nonlinear optimization
- A modified nearly exact method for solving low-rank trust region subproblem
- Nonlinear rescaling as interior quadratic prox method in convex optimization
- Maximum entropy solution to a quorum queueing system
- Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization
- Primal-dual nonlinear rescaling method for convex optimization
- scientific article; zbMATH DE number 1264409 (Why is no real title available?)
- Intensity modulated radiotherapy treatment planning by use of a barrier-penalty multiplier method
- The Legendre transformation in modern optimization
- A fictitious energy approach for shape optimization
- scientific article; zbMATH DE number 764395 (Why is no real title available?)
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