Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
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barrier methodsconstrained minimizationinterior methodsmodified Newton methodsnonlinear programmingpenalty methodsprimal-dual methods
Numerical methods based on nonlinear programming (49M37) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
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- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
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- A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
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- A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces
- A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints
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- A projected-search interior-point method for nonlinearly constrained optimization
- The nonconvex second-order cone: algebraic structure toward optimization
- A derivative-free regularized primal-dual interior-point algorithm for constrained nonlinear least squares problems
- A guide to stochastic optimisation for large-scale inverse problems
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