Interior Methods for Nonlinear Optimization
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- Interior Point Methods for Nonlinear Optimization
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- Interior-point methods
- scientific article; zbMATH DE number 88933
- Interior-point methods for nonlinear complementarity problems
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Cited in
(only showing first 100 items - show all)- Reduced-basis techniques for rapid reliable optimization of systems described by affinely parametrized coercive elliptic partial differential equations
- Active set and interior methods for nonlinear optimization
- Feasible interior methods using slacks for nonlinear optimization
- Apart sets and functions: an application to the stability of penalized optimization problems
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
- Solving linear optimization over arithmetic constraint formula
- Stability and accuracy of inexact interior point methods for convex quadratic programming
- Painless breakups -- efficient demixing of low rank matrices
- A starting point strategy for nonlinear interior methods.
- A direct proof and a generalization for a Kantorovich type inequality
- System-based approaches for structural optimization of flexible mechanisms
- Optimal shape design in biomimetics based on homogenization and adaptivity
- Optimal sensitivity based on IPOPT
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- Portfolio optimization with entropic value-at-risk
- An efficient algorithm for global periodic orbits generation near irregular-shaped asteroids
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- A PDE-constrained optimization approach for topology optimization of strained photonic devices
- An isogeometric one-dimensional Kirchhoff-Love type model for developable elastic ribbons
- Learning to steer nonlinear interior-point methods
- Numerical solution of an obstacle problem with interval coefficients
- Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method
- A proximal interior point algorithm with applications to image processing
- An augmented Lagrangian filter method
- Flattened aggregate function method for nonlinear programming with many complicated constraints
- Iterative solution methods for mesh approximation of control and state constrained optimal control problem with observation in a part of the domain
- Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations
- An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem
- An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- A primal-dual interior point method for large-scale free material optimization
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- A penalty-interior-point algorithm for nonlinear constrained optimization
- Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- Optimal experimental design and some related control problems
- Evolutionary techniques applied to the optimal short-term scheduling of the electrical energy production
- The application of an oblique-projected Landweber method to a model of supervised learning
- Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Optimization of algorithmic parameters using a meta-control approach
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization
- Stopping criteria for inner iterations in inexact potential reduction methods: a computational study
- Applications of one-shot methods in PDEs constrained shape optimization
- An interior penalty method for optimal control problems with state and input constraints of nonlinear systems
- Bijective parameterization with free boundaries
- Sparse block factorization of saddle point matrices
- Design of robust fault isolation observers for linear systems with bounded uncertain parameters
- From global to local convergence of interior methods for nonlinear optimization
- A new framework for the computation of Hessians
- Shifted L-BFGS systems
- A selective strategy for shakedown analysis of engineering structures
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Assessing the potential of interior point barrier filter line search methods: nonmonotone versus monotone approach
- Multisymplectic variational integrators for nonsmooth Lagrangian continuum mechanics
- An augmented Lagrangian affine scaling method for nonlinear programming
- A numerical optimization approach to generate smoothing spherical splines
- Comparison of Simulated Annealing, Interval Partitioning and Hybrid Algorithms in Constrained Global Optimization
- General primal-dual penalty/barrier path-following Newton methods for nonlinear programming
- Improving ultimate convergence of an augmented Lagrangian method
- Interior Point Methods for Nonlinear Optimization
- A penalized interior point approach for constrained nonlinear programming
- Using the sequential linear integer programming method as a post-processor for stress-constrained topology optimization problems
- Generalized monotone line search SQP algorithm for constrained minimax problems
- Sequential integer programming methods for stress constrained topology optimization
- An interior approximal method for solving pseudomonotone equilibrium problems
- scientific article; zbMATH DE number 88933 (Why is no real title available?)
- Limited-memory BFGS systems with diagonal updates
- Gradient-type methods: a unified perspective in computer science and numerical analysis
- Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
- Shakedown analysis with multidimensional loading spaces
- Feature-based 3D morphing based on geometrically constrained spherical parameterization
- A primal-dual augmented Lagrangian
- On globally stable singular truss topologies
- Interior point methods 25 years later
- scientific article; zbMATH DE number 1552022 (Why is no real title available?)
- Introduction
- Allee optimal control of a system in ecology
- Ropelength criticality
- scientific article; zbMATH DE number 2143181 (Why is no real title available?)
- A general class of penalty/barrier path-following Newton methods for nonlinear programming
- Does near-rationality matter in first-order approximate solutions? A perturbation approach
- Reaction-diffusion systems in protein networks: global existence and identification
- Design of optimal PID controller with \(\epsilon\)-Routh stability for different processes
- Study of a primal-dual algorithm for equality constrained minimization
- Efficient parallel solution of large-scale nonlinear dynamic optimization problems
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- The resolution of the optimal reactive dispatch problem via the relaxed barrier-Lagrangian function method
- Extension of primal-dual interior point methods to diff-convex problems on symmetric cones
- Path following in the exact penalty method of convex programming
- scientific article; zbMATH DE number 1424222 (Why is no real title available?)
- A shifted primal-dual penalty-barrier method for nonlinear optimization
- On Möbius orthogonality for interval maps of zero entropy and orientation-preserving circle homeomorphisms
- Computing multiple solutions of topology optimization problems
- The degree of the central curve in semidefinite, linear, and quadratic programming
- On using absolute norms, especially p-norms, to generate convex log barriers for constrained convex optimization
- Safeguarded augmented Lagrangian methods in Banach spaces
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