A comparative study of several semi-infinite nonlinear programming algorithms
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Publication:1102202
DOI10.1016/0377-2217(88)90010-0zbMATH Open0643.90079OpenAlexW1965209365MaRDI QIDQ1102202FDOQ1102202
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- A globally convergent SQP method for semi-infinite nonlinear optimization
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Cited in
(14)- A reduction method for semi-infinite programming by means of a global stochastic approach†
- On the numerical treatment of linearly constrained semi-infinite optimization problems
- Computation of Lyapunov functions for smooth nonlinear systems using convex optimization
- A comparative study on optimization methods for the constrained nonlinear programming problems
- Interior point filter method for semi-infinite programming problems
- Solving nonlinear programming problems with very many constraints
- Title not available (Why is no real title available?)
- An \(\epsilon\)-active barrier-function method for solving minimax problems
- Finite-termination schemes for solving semi-infinite satisfycing problems
- Identification of nonlinear systems using empirical data and prior knowledge -- An optimization approach
- New descent rules for solving the linear semi-infinite programming problem
- A barrier function method for minimax problems
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- The stability of the maximum entropy method for nonsmooth semi-infinite programmings
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