Optimization by Least Squares
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Cited in
(23)- Least squares with non-linear equality constraints. Application to closing of balances
- An algorithm for convex constrained minimax optimization based on duality
- A generalized Lagrangian function and multiplier method
- Minimization methods with constraints
- Approximation methods for the unconstrained optimization
- An objective penalty function-based method for inequality constrained minimization problem
- An objective penalty function method for biconvex programming
- Exactness and algorithm of an objective penalty function
- An exact penalty function based on the projection matrix
- Augmented Lagrangian Objective Penalty Function
- A smoothing objective penalty function algorithm for inequality constrained optimization problems
- An M-objective penalty function algorithm under big penalty parameters
- Optimization of electrical circuits
- New algorithms for constrained minimax optimization
- A new objective penalty function approach for solving constrained minimax problems
- Smoothing approximation to the new exact penalty function with two parameters
- A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
- Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
- Penalty function versus non-penalty function methods for constrained nonlinear programming problems
- Least square approach for system reliability optimization†
- Hybrid computation in mathematical programming
- A computational comparison of some non-linear programs
- Reliability optimization through sequential simplex search
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