A nonlinear norm-relaxed method for finely discretized semi-infinite optimization problems
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Publication:2435607
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Cites work
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- A sequential quadratically constrained quadratic programming method of feasible directions
- An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
- Discretization methods for the solution of semi-infinite programming problems
- Exact penalty function algorithm with simple updating of the penalty parameter
- scientific article; zbMATH DE number 1186923 (Why is no real title available?)
- Multi-objective global optimal parafoil homing trajectory optimization via Gauss pseudospectral method
- New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
- Non-Convex feasibility problems and proximal point methods
- Norm-relaxed method of feasible directions for solving nonlinear programming problems
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- Semi-infinite programming
- Semi-Infinite Programming: Theory, Methods, and Applications
Cited in
(7)- A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
- A norm-relaxed method of feasible directions for finely discretized problems from semi-infinite programming
- A strongly sub-feasible norm-relaxed SQP algorithm for finely discretized semi-infinite optimization problems
- Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
- Optimal control problems with incomplete and different integral time domains in the objective and constraints
- On solving the convex semi-infinite minimax problems via superlinear \(\mathcal{VU}\) incremental bundle technique with partial inexact oracle
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
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