An interior-point algorithm for nonconvex nonlinear programming
From MaRDI portal
Publication:1294828
DOI10.1023/A:1008677427361zbMATH Open1040.90564OpenAlexW1508335918MaRDI QIDQ1294828FDOQ1294828
Authors: Robert J. Vanderbei, David F. Shanno
Publication date: 1999
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008677427361
Recommendations
Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Interior-point methods (90C51)
Cited In (only showing first 100 items - show all)
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- Solving discretized degenerate optimal control problems with state constraints
- An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
- Title not available (Why is that?)
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- Optimization techniques for tree-structured nonlinear problems
- Some iterative methods for the solution of a symmetric indefinite KKT system
- Computation of projection regression depth and its induced median
- Case studies in optimization: catenary problem
- Inner solvers for interior point methods for large scale nonlinear programming
- FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs
- Cubic regularization in symmetric rank-1 quasi-Newton methods
- An interior-point algorithm for solving inverse linear optimization problem
- A feasible interior-point algorithm for nonconvex nonlinear programming
- Solving elliptic control problems with interior point and SQP methods: Control and state constraints
- A radial boundary intersection aided interior point method for multi-objective optimization
- Practical implementation of an interior point nonmonotone line search filter method
- A globally convergent primal-dual interior-point relaxation method for nonlinear programs
- An interior-point based subgradient method for nondifferentiable convex optimization
- Mesh shape-quality optimization using the inverse mean-ratio metric
- An interior point method for nonlinear programming with infeasibility detection capabilities
- A New Interior-Point Boundary Projection Method For Solving Nonlinear Groundwater Pollution Control Problems
- A globally convergent regularized interior point method for constrained optimization
- A globally convergent interior point algorithm for non-convex nonlinear programming
- Interior-point methods for the phase-field approach to brittle and ductile fracture
- Steplength selection in interior-point methods for quadratic programming
- A starting point strategy for nonlinear interior methods.
- Designing polymer spin packs by tailored shape optimization techniques
- Best practices for comparing optimization algorithms
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- Title not available (Why is that?)
- Globally convergent interior-point algorithm for nonlinear programming
- An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- Solving linear optimal control problems of the time-delayed systems by Adomian decomposition method
- Interior‐point method for non‐linear non‐convex optimization
- Primal interior point method for minimization of generalized minimax functions
- Interior point methods for large-scale nonlinear programming
- Learning to steer nonlinear interior-point methods
- Detecting and approximating fault lines from randomly scattered data
- A Riemannian Newton trust-region method for fitting Gaussian mixture models
- A Chebyshev technique for the solution of optimal control problems with nonlinear programming methods
- Trust-region interior-point method for large sparsel1optimization
- Practical Direct Collocation Methods for Computational Optimal Control
- An interior-point implementation developed and tuned for radiation therapy treatment planning
- A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- Sequential quadratic programming for large-scale nonlinear optimization
- Non-conforming Localized Model Reduction with Online Enrichment: Towards Optimal Complexity in PDE Constrained Optimization
- A central path interior point method for nonlinear programming and its local convergence
- A feasible direction algorithm for nonlinear second-order cone programs
- Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions
- A modified differential evolution based solution technique for economic dispatch problems
- An affine scaling interior point backtracking algorithm for nonlinear constrained optimisation
- Efficient formulations for pricing under attraction demand models
- Title not available (Why is that?)
- Global convergence of slanting filter methods for nonlinear programming
- An interior-point algorithm for nonlinear minimax problems
- A new framework for the computation of Hessians
- A primal-dual interior-point algorithm for nonlinear least squares constrained problems
- Theory and applications of optimal control problems with multiple time-delays
- Title not available (Why is that?)
- Numerical experiments with an inexact Jacobian trust-region algorithm
- Interior point methods 25 years later
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- A non-interior implicit smoothing approach to complementarity problems for frictionless contacts
- A note on the use of vector barrier parameters for interior-point methods
- Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
- An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- On the solution of NP-hard linear complementarity problems
- Primal interior-point method for large sparse minimax optimization
- A local convergence property of primal-dual methods for nonlinear programming
- Numerical experiments with an interior-exterior point method for nonlinear programming
- An inexact Newton method for nonconvex equality constrained optimization
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- From global to local convergence of interior methods for nonlinear optimization
- On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
- A penalty-interior-point algorithm for nonlinear constrained optimization
- Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing
- Interior point filter method for semi-infinite programming problems
- On some efficient interior point methods for nonlinear convex programming
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
- LOQO user's manual — version 3.10
- Optimization problems with equilibrium constraints and their numerical solution.
- An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
- Challenges in Enterprise Wide Optimization for the Process Industries
- A feasible BFGS interior point algorithm for solving convex minimization problems
- Nonlinear rescaling as interior quadratic prox method in convex optimization
- Newton-KKT interior-point methods for indefinite quadratic programming
- Free material optimization for stress constraints
- Free material optimization: recent progress†
- LOQO:an interior point code for quadratic programming
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component
- Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
- Primal-dual nonlinear rescaling method for convex optimization
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)