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)- Feasible interior methods using slacks for nonlinear optimization
- On second-order optimality conditions for nonlinear programming
- Path-following and augmented Lagrangian methods for contact problems in linear elasticity
- Primal-dual interior-point methods for PDE-constrained optimization
- An optimization method for overdetermined kinematic problems formulated with natural coordinates
- Optimal experimental design and some related control problems
- Path following in the exact penalty method of convex programming
- System-based approaches for structural optimization of flexible mechanisms
- A first-order interior-point method for linearly constrained smooth optimization
- Normalized trivariate B-splines on Worsey-Piper split and quasi-interpolants
- A direct proof and a generalization for a Kantorovich type inequality
- An interior approximal method for solving pseudomonotone equilibrium problems
- Primal-dual interior-point method for an optimization problem related to the modeling of atmospheric organic aerosols
- A penalty-interior-point algorithm for nonlinear constrained optimization
- Optimization of algorithmic parameters using a meta-control approach
- An interior penalty method for optimal control problems with state and input constraints of nonlinear systems
- On Möbius orthogonality for interval maps of zero entropy and orientation-preserving circle homeomorphisms
- Assessing the potential of interior point barrier filter line search methods: nonmonotone versus monotone approach
- Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
- Shakedown analysis with multidimensional loading spaces
- Sparse block factorization of saddle point matrices
- Feature-based 3D morphing based on geometrically constrained spherical parameterization
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- A primal-dual augmented Lagrangian
- Limited-memory BFGS systems with diagonal updates
- Gradient-type methods: a unified perspective in computer science and numerical analysis
- Generalized monotone line search SQP algorithm for constrained minimax problems
- Newton-KKT interior-point methods for indefinite quadratic programming
- Optimal shape design in biomimetics based on homogenization and adaptivity
- Numerical solutions of the \(m\)-membranes problem
- Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
- Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity
- A numerical optimization approach to generate smoothing spherical splines
- Sequential integer programming methods for stress constrained topology optimization
- From global to local convergence of interior methods for nonlinear optimization
- Simplex-inspired algorithms for solving a class of convex programming problems
- Improving ultimate convergence of an augmented Lagrangian method
- Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems
- Iterative solution methods for mesh approximation of control and state constrained optimal control problem with observation in a part of the domain
- Portfolio optimization with entropic value-at-risk
- Optimal sensitivity based on IPOPT
- scientific article; zbMATH DE number 88933 (Why is no real title available?)
- An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem
- Interior Point Methods for Nonlinear Optimization
- A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
- Using the sequential linear integer programming method as a post-processor for stress-constrained topology optimization problems
- Extension of primal-dual interior point methods to diff-convex problems on symmetric cones
- Active set and interior methods for nonlinear optimization
- scientific article; zbMATH DE number 2143181 (Why is no real title available?)
- Structured regularization for barrier NLP solvers
- Study of a primal-dual algorithm for equality constrained minimization
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- An interior-point piecewise linear penalty method for nonlinear programming
- Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem
- An aggregate deformation homotopy method for min-max-min problems with max-min constraints
- Reduced-basis techniques for rapid reliable optimization of systems described by affinely parametrized coercive elliptic partial differential equations
- Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization
- Primal-dual interior-point method for thermodynamic gas-particle partitioning
- Optimal management of a bioreactor for eutrophicated water treatment: a numerical approach
- Numerical lower bound shakedown analysis of engineering structures
- A new framework for the computation of Hessians
- On globally stable singular truss topologies
- A PDE-constrained optimization approach for topology optimization of strained photonic devices
- Reaction-diffusion systems in protein networks: global existence and identification
- Design of optimal PID controller with \(\epsilon\)-Routh stability for different processes
- Nonlinear output constraints handling for production optimization of oil reservoirs
- Interior point methods 25 years later
- Efficient parallel solution of large-scale nonlinear dynamic optimization problems
- Ropelength criticality
- Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- Quickest physical watermarking-based detection of measurement replacement attacks in networked control systems
- Evolutionary techniques applied to the optimal short-term scheduling of the electrical energy production
- Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- A selective strategy for shakedown analysis of engineering structures
- Interior point methods for large-scale nonlinear programming
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Flattened aggregate function method for nonlinear programming with many complicated constraints
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- Stability and accuracy of inexact interior point methods for convex quadratic programming
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- Bijective parameterization with free boundaries
- A general class of penalty/barrier path-following Newton methods for nonlinear programming
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- scientific article; zbMATH DE number 6027003 (Why is no real title available?)
- Computing multiple solutions of topology optimization problems
- An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators
- An augmented Lagrangian affine scaling method for nonlinear programming
- Stopping criteria for inner iterations in inexact potential reduction methods: a computational study
- Multisymplectic variational integrators for nonsmooth Lagrangian continuum mechanics
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- A primal-dual interior point method for large-scale free material optimization
- Arc-length method for frictional contact problems using mathematical programming with complementarity constraints
- Delaunay-based derivative-free optimization via global surrogates. II: Convex constraints
- YAM2: yet another library for the \(M_2\) variables using sequential quadratic programming
- Approximate analytical solutions for a class of nonlinear stochastic differential equations
- A penalized interior point approach for constrained nonlinear programming
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