PLCP
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swMATH4795MaRDI QIDQ16957FDOQ16957
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Official website: http://www.cmap.polytechnique.fr/~bonnans/www-sydoco/software/pclp.html
Cited In (only showing first 100 items - show all)
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- A posteriori estimates distinguishing the error components and adaptive stopping criteria for numerical approximations of parabolic variational inequalities
- A discussion of probability functions and constraints from a variational perspective
- Inverse problem for a class of nonlinear elliptic equations with entropy solution
- Large-scale unit commitment under uncertainty: an updated literature survey
- Outer-approximation algorithms for nonsmooth convex MINLP problems
- A vectorized regularization method for multivalued parameters identification
- Optimizing parameters in clinical trials with a randomized start or withdrawal design
- Qualification Conditions in Semialgebraic Programming
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- Modelling and parameter identification for a nonlinear time-delay system in microbial batch fermentation
- A method for constrained multiobjective optimization based on SQP techniques
- A novel high-order functional based image registration model with inequality constraint
- On the local convergence analysis of the gradient sampling method for finite max-functions
- Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
- The homogenization method for topology optimization of structures: old and new
- A fast gradient and function sampling method for finite-max functions
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- A feasible point method with bundle modification for nonsmooth convex constrained optimization
- A modified hybrid genetic algorithm for solving nonlinear optimal control problems
- A feasibility-ensured Lagrangian heuristic for general decomposable problems
- A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
- A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
- Global optimization of multilevel electricity market models including network design and graph partitioning
- A continuum three-zone model for swarms
- Optimisation of time-scheduled regimen for anti-cancer drug infusion
- A \(\mathcal{UV}\)-method for a class of constrained minimized problems of maximum eigenvalue functions
- A proximal bundle method with exact penalty technique and bundle modification strategy for nonconvex nonsmooth constrained optimization
- HLRF-BFGS optimization algorithm for structural reliability
- Computational efficiency of the simplex embedding method in convex nondifferentiable optimization
- Proximal bundle methods for nonsmooth DC programming
- Computing proximal points of convex functions with inexact subgradients
- A proximal-projection partial bundle method for convex constrained minimax problems
- Multi-phase algorithm design for accurate and efficient model fitting
- Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
- Numerical optimization. Theoretical and practice aspects
- Perron vector optimization applied to search engines
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
- Dual norm based iterative methods for image restoration
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- Fully smoothed \(\ell_1\)-\(TV\) models: bounds for the minimizers and parameter choice
- A Lagrangian heuristic for the multicommodity capacitated location problem with balancing requirements
- Stand_and_Adapt_Bend
- Optimization with multivariate stochastic dominance constraints
- Newton-type methods: a broader view
- Optimal price zones of electricity markets: a mixed-integer multilevel model and global solution approaches
- A proof of convergence of the concave-convex procedure using Zangwill's theory
- Global optimality conditions in nonconvex optimization
- Global optimal power flow over large-scale power transmission networks
- Global optimization for optimal power flow over transmission networks
- Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems
- An improved 2D MoF method by using high order derivatives
- Optimal design of experiments via linear programming
- Refining the partition for multifold conic optimization problems
- Projection methods for conic feasibility problems: applications to polynomial sum-of-squares decompositions
- A new technique for calibrating stochastic volatility models: the Malliavin gradient method
- Approximate Cayley transform methods for inverse eigenvalue problems and convergence analysis
- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach
- Generalized gradients: priors on minimization flows
- Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
- Conjugate gradient-type algorithms for frictional multi-contact problems: applications to granular materials
- Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries
- The hybrid proximal decomposition method applied to the computation of a Nash equilibrium for hydrothermal electricity markets
- Robust static super-replication of barrier options
- A cascade optimization methodology for automatic parameter identification and shape/process optimization in metal forming simulation
- Global convergence of quasi-Newton methods based on adjoint Broyden updates
- Reliability-based optimization of maintenance scheduling of mechanical components under fatigue
- Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- A class of Benders decomposition methods for variational inequalities
- An optimal control methodology for plant growth-case study of a water supply problem of sunflower
- Interactive model-based search for global optimization
- Optimisation of cancer drug treatments using cell population dynamics
- A Class of Inexact Variable Metric Proximal Point Algorithms
- Local convergence of filter methods for equality constrained non-linear programming
- Computation of free energy differences through nonequilibrium stochastic dynamics: The reaction coordinate case
- An inexact method of partial inverses and a parallel bundle method
- Strong Convergence of an Inexact Proximal Point Algorithm for Equilibrium Problems in Banach Spaces
- Hessian-based anisotropic mesh adaptation in domains with discrete boundaries
- An ODE traffic network model
- Null space gradient flows for constrained optimization with applications to shape optimization
- Solving inverse problems involving the Navier--Stokes equations discretized by a Lagrange--Galerkin method
- An augmented Lagrangian optimization method for inflatable structures analysis problems
- The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
- Regularization methods for optimization problems with probabilistic constraints
- Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem
- Prepayment option of a perpetual corporate loan: the impact of the funding costs
- Application of Nelder-Mead simplex method for unconfined seepage problems
- Adjoint method for an inverse problem of CCPF model
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- Revealing network communities with a nonlinear programming method
- Exact histogram specification for digital images using a variational approach
- Bundle relaxation and primal recovery in unit commitment problems. The Brazilian case
- A note on convergence analysis of an SQP-type method for nonlinear semidefinite programming
- Robust continuation methods for tracing solution curves of parameterized systems
- Optimum design accounting for the global nonlinear behavior of the model
- Dynamic bundle methods
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