filterSQP
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FilterSQP
Cited in
(88)- An active-set method for second-order conic-constrained quadratic programming
- Linear Huber M-estimator under ellipsoidal data uncertainty
- Extremal problems for convex polygons
- scientific article; zbMATH DE number 2102032 (Why is no real title available?)
- An augmented Lagrangian filter method
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Approximation properties and tight bounds for constrained mixed-integer optimal control
- A computational framework for image-based constrained registration
- Numerical methods for large-scale nonlinear optimization
- Solving convex MINLP optimization problems using a sequential cutting plane algorithm
- Integrating SQP and branch-and-bound for mixed integer nonlinear programming
- Lift-and-project cuts for convex mixed integer nonlinear programs
- An algorithmic framework for convex mixed integer nonlinear programs
- Lift-and-project cuts for mixed integer convex programs
- Gap-free computation of Pareto-points by quadratic scalarizations
- Conflict Analysis for MINLP
- A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems
- Nonlinear optimization with GAMS /LGO
- A line search exact penalty method using steering rules
- Sequential penalty quadratic programming filter methods for nonlinear programming
- Optimization of workcell layouts in a mixed-model assembly line environment
- scientific article; zbMATH DE number 5004921 (Why is no real title available?)
- Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
- A nonmonotone filter method for nonlinear optimization
- Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation
- Solving large MINLPs on computational grids
- Classification model selection via bilevel programming
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- KNITRO
- SNOPT
- FSQP
- OLAF
- ipfilter
- MIQPBB
- QP
- LogMIP
- TANGO
- FFSQP(f77)
- MINOS
- NLPHOPDM
- CG+
- SODAS
- VerGO
- FilMINT
- minlpBB
- SBB
- MacMPEC
- NPSOL
- DEGEN
- MacMINLP
- Mintoc
- WORHP
- MuShROOM
- qpHPSC
- MUSCOD-II
- NEOS
- OPTIMA
- QPRefinement
- scientific article; zbMATH DE number 5305393 (Why is no real title available?)
- scientific article; zbMATH DE number 5066287 (Why is no real title available?)
- scientific article; zbMATH DE number 2143181 (Why is no real title available?)
- scientific article; zbMATH DE number 1998924 (Why is no real title available?)
- Disjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets
- Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem
- An exact solution approach for portfolio optimization problems under stochastic and integer constraints
- CUTEr and SifDec
- Strong-branching inequalities for convex mixed integer nonlinear programs
- TACO: a toolkit for AMPL control optimization
- Minotaur: a mixed-integer nonlinear optimization toolkit
- A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization
- Erratum to: ``Nonlinear programming without a penalty function or a filter
- A trust region filter method for general non-linear programming
- Subgradient based outer approximation for mixed integer second order cone programming
- Solving quadratic programs to high precision using scaled iterative refinement
- A projection-filter method for solving nonlinear complementarity problems
- A server for automated performance analysis of benchmarking data
- Concrete Structure Design using Mixed-Integer Nonlinear Programming with Complementarity Constraints
- Sequential quadratic programming with indefinite Hessian approximations for nonlinear optimum experimental design for parameter estimation in differential-algebraic equations
- On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- scientific article; zbMATH DE number 2002583 (Why is no real title available?)
- Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming
- Using interior-point methods within an outer approximation framework for mixed integer nonlinear programming
- A sequential cutting plane algorithm for solving convex NLP problems
- SQP algorithms for solving Toeplitz matrix approximation problem
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