Interior Methods for Nonlinear Optimization
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- Interior Point Methods for Nonlinear Optimization
- scientific article; zbMATH DE number 1069182
- Interior-point methods for optimization
- scientific article; zbMATH DE number 2143181
- The interior point method for nondifferentiable optimization
- Interior-point methods
- scientific article; zbMATH DE number 88933
- Interior-point methods for nonlinear complementarity problems
- Interior‐point method for non‐linear non‐convex optimization
- scientific article; zbMATH DE number 1889340
Cited in
(only showing first 100 items - show all)- An interior approximal method for solving pseudomonotone equilibrium problems
- Optimal experimental design and some related control problems
- A selective strategy for shakedown analysis of engineering structures
- Reduced-basis techniques for rapid reliable optimization of systems described by affinely parametrized coercive elliptic partial differential equations
- A new framework for the computation of Hessians
- Primal-dual interior-point method for thermodynamic gas-particle partitioning
- Interior point methods 25 years later
- Adjoint-based Monte Carlo calibration of financial methods
- An isogeometric one-dimensional Kirchhoff-Love type model for developable elastic ribbons
- An augmented Lagrangian filter method
- Does near-rationality matter in first-order approximate solutions? A perturbation approach
- 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
- Iterative solution methods for mesh approximation of control and state constrained optimal control problem with observation in a part of the domain
- Nonlinear output constraints handling for production optimization of oil reservoirs
- Primal-dual interior-point method for an optimization problem related to the modeling of atmospheric organic aerosols
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- On using absolute norms, especially \(p\)-norms, to generate convex log barriers for constrained convex optimization
- Safeguarded augmented Lagrangian methods in Banach spaces
- An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem
- Path-following and augmented Lagrangian methods for contact problems in linear elasticity
- Numerical solution of an obstacle problem with interval coefficients
- Limited-memory BFGS systems with diagonal updates
- Gradient-type methods: a unified perspective in computer science and numerical analysis
- The resolution of the optimal reactive dispatch problem via the relaxed barrier-Lagrangian function method
- An algebraic and suboptimal solution of constrained model predictive control via tangent hyperbolic function
- Flattened aggregate function method for nonlinear programming with many complicated constraints
- Sparse block factorization of saddle point matrices
- scientific article; zbMATH DE number 88933 (Why is no real title available?)
- From global to local convergence of interior methods for nonlinear optimization
- An interior proximal gradient method for nonconvex optimization
- Shakedown analysis with multidimensional loading spaces
- Feature-based 3D morphing based on geometrically constrained spherical parameterization
- The application of an oblique-projected Landweber method to a model of supervised learning
- Pricing European call options with interval-valued volatility and interest rate
- A penalty-interior-point algorithm for nonlinear constrained optimization
- An interior penalty method for optimal control problems with state and input constraints of nonlinear systems
- Portfolio optimization with entropic value-at-risk
- A first-order interior-point method for linearly constrained smooth optimization
- A general class of penalty/barrier path-following Newton methods for nonlinear programming
- A PDE-constrained optimization approach for topology optimization of strained photonic devices
- A gradient descent akin method for constrained optimization: algorithms and applications
- Numerical lower bound shakedown analysis of engineering structures
- An arc-search interior-point algorithm for nonlinear constrained optimization
- A primal-dual augmented Lagrangian
- A shifted primal-dual penalty-barrier method for nonlinear optimization
- A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
- Primal-dual interior-point methods for PDE-constrained optimization
- A penalized interior point approach for constrained nonlinear programming
- Computing multiple solutions of topology optimization problems
- Topology optimization of elastoplastic structure based on shakedown strength
- Arc-length method for frictional contact problems using mathematical programming with complementarity constraints
- Delaunay-based derivative-free optimization via global surrogates. II: Convex constraints
- A starting point strategy for nonlinear interior methods.
- Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints
- Apart sets and functions: an application to the stability of penalized optimization problems
- Newton-KKT interior-point methods for indefinite quadratic programming
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- Efficient parallel solution of large-scale nonlinear dynamic optimization problems
- Network analysis of aggregated money flows in stock markets
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- Comparison of Simulated Annealing, Interval Partitioning and Hybrid Algorithms in Constrained Global Optimization
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- Controlled stochastic processes for simulated annealing
- Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
- Introduction
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- A direct proof and a generalization for a Kantorovich type inequality
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- Ropelength criticality
- Computational algorithms for solving optimal control in linear elasticity
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Applications of one-shot methods in PDEs constrained shape optimization
- Quickest physical watermarking-based detection of measurement replacement attacks in networked control systems
- A proximal interior point algorithm with applications to image processing
- Interior Point Methods for Nonlinear Optimization
- Quickest detection of deception attacks on cyber-physical systems with a parsimonious watermarking policy
- Normalized trivariate B-splines on Worsey-Piper split and quasi-interpolants
- Numerical solutions of the \(m\)-membranes problem
- scientific article; zbMATH DE number 2143181 (Why is no real title available?)
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
- System-based approaches for structural optimization of flexible mechanisms
- Using the sequential linear integer programming method as a post-processor for stress-constrained topology optimization problems
- Optimal shape design in biomimetics based on homogenization and adaptivity
- Nonlinear optimization via novel neural network methods
- Assessing the potential of interior point barrier filter line search methods: nonmonotone versus monotone approach
- Reaction-diffusion systems in protein networks: global existence and identification
- Design of optimal PID controller with \(\epsilon\)-Routh stability for different processes
- Stopping criteria for inner iterations in inexact potential reduction methods: a computational study
- The degree of the central curve in semidefinite, linear, and quadratic programming
- Evolutionary techniques applied to the optimal short-term scheduling of the electrical energy production
- Simplex-inspired algorithms for solving a class of convex programming problems
- Computation of optimal transport with finite volumes
- YAM2: yet another library for the \(M_2\) variables using sequential quadratic programming
- Solving linear optimization over arithmetic constraint formula
- Optimal management of a bioreactor for eutrophicated water treatment: a numerical approach
- Multisymplectic variational integrators for nonsmooth Lagrangian continuum mechanics
- Interior point methods for large-scale nonlinear programming
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
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