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Cited in

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Stability of Linear Equations Solvers in Interior-Point Methods
scientific article; zbMATH DE number 992796 (Why is no real title available?)
Efficient Computation and Model Selection for the Support Vector Regression
Extremal problems for convex polygons
Efficient formulations for pricing under attraction demand models
Self-adaptive support vector machines: modelling and experiments
A selective strategy for shakedown analysis of engineering structures
Barrier function based model predictive control
A primal-dual interior-point algorithm for nonlinear least squares constrained problems
Theory and applications of optimal control problems with multiple time-delays
A predictor-corrector algorithm for linear optimization based on a modified Newton direction
Primal-dual interior-point method for thermodynamic gas-particle partitioning
An experimental study of different approaches to solve the market equilibrium problem
Interior point methods 25 years later
scientific article; zbMATH DE number 1551773 (Why is no real title available?)
Computation of projection regression depth and its induced median
A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
Case studies in optimization: catenary problem
Using interior point solvers for optimizing progressive lens models with spherical coordinates
Mean field method for the support vector machine regression
Differentiable optimization and equation solving. A treatise on algorithmic science and the Karmarkar revolution
A primal-dual interior-point algorithm for quadratic programming
An interior-point algorithm for nonconvex nonlinear programming
A filter algorithm: comparison with NLP solvers
Robust image watermarking in the spatial domain
Interior point techniques in optimization. Complementarity, sensitivity and algorithms
Convergence analysis of difference-of-convex algorithm with subanalytic data
scientific article; zbMATH DE number 2110305 (Why is no real title available?)
A non-interior-point smoothing method for variational inequality problem
Numerical methods for large-scale nonlinear optimization
scientific article; zbMATH DE number 2202887 (Why is no real title available?)
scientific article; zbMATH DE number 1163807 (Why is no real title available?)
Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
The profit maximizing capacitated lot-size (PCLSP) problem
Monotone modifications of r-algorithms and their applications
A Novel eigenvector technique for large scale combinatorial problems in VLSI layout
An interface optimization and application for the numerical solution of optimal control problems
Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
Spectral gradient methods for linearly constrained optimization
The geometry of rank decompositions of matrix multiplication. II: \(3 \times 3\) matrices
Solving the slate tile classification problem using a DAGSVM multiclassification algorithm based on SVM binary classifiers with a one-versus-all approach
Integer optimization by local search. A domain-independent approach
Permuting Sparse Rectangular Matrices into Block-Diagonal Form
An interior point Newton-like method for non-negative least-squares problems with degenerate solution
Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
Numerical experiments with an interior-exterior point method for nonlinear programming
A generalized Newton-penalty algorithm for large scale ill-conditioned quadratic problems
Model selection approaches for non-linear system identification: a review
scientific article; zbMATH DE number 1978143 (Why is no real title available?)
Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
Quadratic programming with transaction costs
Globally convergent homotopy method for designing piecewise linear deterministic contractual function
Time series prediction using support vector machines, the orthogonal and the regularized orthogonal least-squares algorithms
A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
On free variables in interior point methods
Comparison and Automated Selection of Local Optimization Solvers for Interval Global Optimization Methods
Shakedown analysis with multidimensional loading spaces
A perturbation method for solving linear semi-infinite programming problems
Mesh shape-quality optimization using the inverse mean-ratio metric
A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
On an enumerative algorithm for solving eigenvalue complementarity problems
Practical implementation of an interior point nonmonotone line search filter method
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
Stochastic linear programs with restricted recourse
On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
Default intensities implied by CDO spreads: inversion formula and model calibration
Support vector machines and gradient boosting for graphical estimation of a slate deposit
DC programming and DCA: thirty years of developments
scientific article; zbMATH DE number 1131479 (Why is no real title available?)
scientific article; zbMATH DE number 1664840 (Why is no real title available?)
Fast \(L_1^kC^k\) polynomial spline interpolation algorithm with shape-preserving properties
Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
Numerical lower bound shakedown analysis of engineering structures
A simple decomposition method for support vector machines
scientific article; zbMATH DE number 2068030 (Why is no real title available?)
Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
SMO Algorithm for Least-Squares SVM Formulations
An XML-based schema for stochastic programs
The discrete Radon transform and its approximate inversion via linear programming
Degenerate Nonlinear Programming with a Quadratic Growth Condition
Nonlinear optimization with GAMS /LGO
An introduction to support vector machines and other kernel-based learning methods.
LOQO user's manual — version 3.10
Computational assessment of distributed decomposition methods for stochastic linear programs
Computer Vision - ECCV 2004
A Newton-based method for nonconvex optimization with fast evasion of saddle points
A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines
A globally convergent regularized interior point method for constrained optimization
A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
An adaptively regularized sequential quadratic programming method for equality constrained optimization
A polynomial arc-search interior-point algorithm for convex quadratic programming
Financial planning via multi-stage stochastic optimization.
Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines
Computational experience with approximation algorithms for the set covering problem
An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
Steplength selection in interior-point methods for quadratic programming
Graph implementations for nonsmooth convex programs
A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
Infeasible interior-point methods for linear optimization based on large neighborhood
Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming

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