Large-scale linearly constrained optimization
From MaRDI portal
Cites work
- A numerical study of multiplier methods for constrained parameter optimization
- A Rapidly Convergent Descent Method for Minimization
- A stabilization of the simplex method
- An alternate implementation of Goldfarb's minimization algorithm
- An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
- Bimatrix Equilibrium Points and Mathematical Programming
- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- Function minimization by conjugate gradients
- scientific article; zbMATH DE number 3520163 (Why is no real title available?)
- scientific article; zbMATH DE number 3538745 (Why is no real title available?)
- scientific article; zbMATH DE number 3270344 (Why is no real title available?)
- scientific article; zbMATH DE number 3284927 (Why is no real title available?)
- scientific article; zbMATH DE number 3312380 (Why is no real title available?)
- scientific article; zbMATH DE number 3340762 (Why is no real title available?)
- scientific article; zbMATH DE number 3366716 (Why is no real title available?)
- scientific article; zbMATH DE number 3382096 (Why is no real title available?)
- scientific article; zbMATH DE number 3407464 (Why is no real title available?)
- Linear Programming via a Nondifferentiable Penalty Function
- Methods for Computing and Modifying the LDV Factors of a Matrix
- Methods for Modifying Matrix Factorizations
- Newton-type methods for unconstrained and linearly constrained optimization
- On pricing and backward transformation in linear programming
- On the Bartels—Golub decomposition for linear programming bases
- Projection methods for non-linear programming
- Quasi-Newton Methods for Unconstrained Optimization
- Reducing the retrieval time of scatter storage techniques
- Reinversion with the preassigned pivot procedure
- Restart procedures for the conjugate gradient method
- Robust implementation of Lemke's method for the linear complementarity problem
- The Simplex Method for Quadratic Programming
- The simplex method of linear programming using LU decomposition
- The Variable Reduction Method for Nonlinear Programming
- Variable Metric Method for Minimization
Cited in
(only showing first 100 items - show all)- Optimal power split in a hybrid electric vehicle using direct transcription of an optimal control problem
- Simulation-based approach to estimation of latent variable models
- A nonlinear optimization methodology for VLSI fixed-outline floorplanning
- A general convergence theorem for the reduced gradient method
- New labeling procedures for the basis graph in generalized networks
- On duality for entropy constrained programs
- Performance evaluation of independent superbasic sets on nonlinear replicated networks
- Decomposition method of descent for minimizing the sum of convex nonsmooth functions
- Adding variables to quasi-newton Hessian approximations
- Implementation and analysis of alternative algorithms for generalized shortest path problems
- Experiments with successive quadratic programming algorithms
- A Z-simplex algorithm with partial updates
- An accelerated successive orthogonal projections method for solving large-scale linear feasibility problems
- A relaxed version of Karmarkar's method
- Recent developments in constrained optimization
- An application of the finite element method to maximum entropy tomographic image reconstruction
- An algorithm for linearly constrained nonlinear programming problems
- A heuristic procedure for solving the quadratic assignment problem
- A least-distance programming procedure for minimization problems under linear constraints
- On the covering multiplicity of lattices
- Gauss-Seidel-Newton-Armijo approach for minimization problems on the non- negative orthant. Application to spatial price equilibrium problems
- An algorithm for linearly constrained programs with a partly linear objective function
- Linearly constrained estimation by mathematical programming
- Optimization with staircase structure: An application to generation scheduling
- An implementation of linear and nonlinear multicommodity network flows
- Estimation of the optimal constants and the thickness of thin films using unconstrained optimization
- A sequential quadratic programming-based algorithm for the optimization of gas networks
- Analysis and implementation of a dual algorithm for constrained optimization
- A subgradient-based optimization for reservois system management
- A nonhierarchical brand switching model for inferring market structure
- A projection method for \(l_ p\) norm location-allocation problems
- A note on exploiting structure when using slack variables
- Pseudoconvex optimization for a special problem of paint industry
- Two-phase model algorithm with global convergence for nonlinear programming
- Computational comparisons of dual conjugate gradient algorithms for strictly convex networks.
- A nonlinear optimization package for long-term hydrothermal coordination.
- On the first-order estimation of multipliers from Kuhn-Tucker systems
- Convex preference cone-based approach for many objective optimization problems
- Optimal management of naturally regenerating uneven-aged forests
- An implementation of Newton-like methods on nonlinearly constrained networks
- Reformulation descent applied to circle packing problems
- Parameter estimation in stochastic scenario generation systems
- Analogy and duality of texture analysis by harmonics or indicators
- A presentation of GAMS for DEA
- Inexact-restoration algorithm for constrained optimization
- QPLIB: a library of quadratic programming instances
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- Sequential equality-constrained optimization for nonlinear programming
- Maximum urine concentrating capability in a mathematical model of the inner medulla of the rat kidney
- Lagrangian relaxations on networks by \(\varepsilon \)-subgradient methods
- Approximate subgradient methods for nonlinearly constrained network flow problems
- A numerically stable reduced-gradient type algorithm for solving large- scale linearly constrained minimization problems
- Computational aspects of prospect theory with asset pricing applications
- Computational advances in polynomial optimization: RAPOSa, a freely available global solver
- Improved primal simplex: a more general theoretical framework and an extended experimental analysis
- Truncated-Newton algorithms for large-scale unconstrained optimization
- The use of squared slack variables in nonlinear second-order cone programming
- Interior-point methods for linear programming: a review
- A linear programming decomposition focusing on the span of the nondegenerate columns
- Second order algorithms for the posynomial geometric programming dual, part I: Analysis
- CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
- Theoretical framework for the analysis of linearly constrained convex programs
- An algorithm for nonlinear programs over Cartesian product sets
- Estimation of systems of equations subject to curvature constraints
- On optimizing a maximin nonlinear function subject to replicated quasi- arborescence-like constraints
- Optimization over the efficient set using an active constraint approach
- Automatic minimal-height table layout
- Solving multiscale linear programs using the simplex method in quadruple precision
- Approximate subgradient methods for Lagrangian relaxations on networks
- Large-scale linear programming: Geometry, working bases and factorizations
- Procedures for optimization problems with a mixture of bounds and general linear constraints
- Dealing with degeneracy in reduced gradient algorithms
- Optimization of the domain in elliptic problems by the dual finite element method
- A hybrid algorithm for solving convex separable network flow problems
- A regularized decomposition method for minimizing a sum of polyhedral functions
- On optimal shape design of systems governed by mixed Dirichlet‐Signorini boundary value problems
- Optimal design of efficient acoustic antenna arrays
- M.D.I. estimation via unconstrained convex programming
- Evaluating computational efficiency: A stochastic approach
- Subgradient optimization applied to a discrete nonlinear problem in engineering design
- scientific article; zbMATH DE number 13594 (Why is no real title available?)
- Convex stochastic programmes with simple recourse
- Optimal designs for simultaneous item estimation
- Real options valuation of forest plantation investments in Brazil
- On regularization and active-set methods with complexity for constrained optimization
- An algorithm for hierarchical optimization of large-scale problems with nested structure
- Multicommodity network flows: A survey. II: Solution methods
- Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
- A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity
- Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes
- Convergence properties of a class of reduced gradient algorithms in linearly constrained minimization
- A numerically stable dual method for solving strictly convex quadratic programs
- Computing minimum-volume enclosing ellipsoids
- A local MM subspace method for solving constrained variational problems in image recovery
- Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm
- Estimating the time-to-event distribution for loan-level data within a consumer auto loan asset-backed security
- Interior point methods in the year 2025
- An efficient method for nonlinearly constrained networks
- Nonsmooth exact penalty methods for equality-constrained optimization: complexity and implementation
- An augmented Lagrangian algorithm for constrained nonlinear least-squares
This page was built for publication: Large-scale linearly constrained optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4162963)