An interior-point algorithm for nonconvex nonlinear programming
From MaRDI portal
Publication:1294828
Recommendations
Cited in
(only showing first 100 items - show all)- Practical Direct Collocation Methods for Computational Optimal Control
- Solving linear optimal control problems of the time-delayed systems by Adomian decomposition method
- Primal interior point method for minimization of generalized minimax functions
- Some iterative methods for the solution of a symmetric indefinite KKT system
- Novel interior point algorithms for solving nonlinear convex optimization problems
- Computation of projection regression depth and its induced median
- Case studies in optimization: catenary problem
- Interior‐point method for non‐linear non‐convex optimization
- Mesh shape-quality optimization using the inverse mean-ratio metric
- An interior-point based subgradient method for nondifferentiable convex optimization
- Sequential quadratic programming for large-scale nonlinear optimization
- Interior point methods for large-scale nonlinear programming
- An interior point method for nonlinear programming with infeasibility detection capabilities
- A central path interior point method for nonlinear programming and its local convergence
- A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors
- An interior-point implementation developed and tuned for radiation therapy treatment planning
- FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs
- A feasible interior-point algorithm for nonconvex nonlinear programming
- A feasible direction algorithm for nonlinear second-order cone programs
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- Globally convergent interior-point algorithm for nonlinear programming
- A radial boundary intersection aided interior point method for multi-objective optimization
- Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
- Interior-point methods for the phase-field approach to brittle and ductile fracture
- Solving discretized degenerate optimal control problems with state constraints
- Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions
- Solving elliptic control problems with interior point and SQP methods: Control and state constraints
- Inner solvers for interior point methods for large scale nonlinear programming
- A globally convergent regularized interior point method for constrained optimization
- An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
- A starting point strategy for nonlinear interior methods.
- Designing polymer spin packs by tailored shape optimization techniques
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- scientific article; zbMATH DE number 1150096 (Why is no real title available?)
- A modified differential evolution based solution technique for economic dispatch problems
- An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization
- Practical implementation of an interior point nonmonotone line search filter method
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- Steplength selection in interior-point methods for quadratic programming
- scientific article; zbMATH DE number 1551854 (Why is no real title available?)
- A Riemannian Newton trust-region method for fitting Gaussian mixture models
- A globally convergent primal-dual interior-point relaxation method for nonlinear programs
- Cubic regularization in symmetric rank-1 quasi-Newton methods
- Detecting and approximating fault lines from randomly scattered data
- A New Interior-Point Boundary Projection Method For Solving Nonlinear Groundwater Pollution Control Problems
- A Chebyshev technique for the solution of optimal control problems with nonlinear programming methods
- Best practices for comparing optimization algorithms
- A globally convergent interior point algorithm for non-convex nonlinear programming
- Trust-region interior-point method for large sparsel1optimization
- An interior-point algorithm for solving inverse linear optimization problem
- Optimization techniques for tree-structured nonlinear problems
- Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints
- An infeasible interior-point technique to generate the nondominated set for multiobjective optimization problems
- A Relaxation Approach to Feature Selection for Linear Mixed Effects Models
- A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints
- A review on quantum approximate optimization algorithm and its variants
- Duality in convex optimization for the hyperbolic augmented Lagrangian
- Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm
- An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
- The nonconvex second-order cone: algebraic structure toward optimization
- The convex feasible set algorithm for real time optimization in motion planning
- Learning to steer nonlinear interior-point methods
- An overview of nonlinear optimization
- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
- Fast projected gradient method for support vector machines
- Non-conforming localized model reduction with online enrichment: towards optimal complexity in PDE constrained optimization
- An augmented Lagrangian filter method
- An interior proximal gradient method for nonconvex optimization
- Challenges in Enterprise Wide Optimization for the Process Industries
- An affine scaling interior point backtracking algorithm for nonlinear constrained optimisation
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- LOQO user's manual — version 3.10
- On some efficient interior point methods for nonlinear convex programming
- A Newton-like method for nonlinear system of equations
- Efficient formulations for pricing under attraction demand models
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- Application of lower bound direct method to engineering structures
- An inexact Newton method for nonconvex equality constrained optimization
- Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
- A non-interior implicit smoothing approach to complementarity problems for frictionless contacts
- scientific article; zbMATH DE number 5524381 (Why is no real title available?)
- A penalty-interior-point algorithm for nonlinear constrained optimization
- TACO: a toolkit for AMPL control optimization
- An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization
- An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix
- Nonlinear rescaling as interior quadratic prox method in convex optimization
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- The method of sequential affine gradient project interior-point for nonlinear programming
- Optimization problems with equilibrium constraints and their numerical solution.
- Global convergence enhancement of classical linesearch interior point methods for MCPs
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Very large scale optimization by sequential convex programming
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
Describes a project that uses
Uses Software
This page was built for publication: An interior-point algorithm for nonconvex nonlinear programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1294828)