Interior point filter method for semi-infinite programming problems
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Publication:3111139
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Cites work
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- A comparative study of several semi-infinite nonlinear programming algorithms
- A filter trust region method for solving semi-infinite programming problems
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- A homotopy interior point method for semi-infinite programming problems
- A new smoothing Newton-type algorithm for semi-infinite programming
- A projected lagrangian algorithm for semi-infinite programming
- A reduction method for semi-infinite programming by means of a global stochastic approach†
- A smoothing Newton method for semi-infinite programming
- A smoothing projected Newton-type algorithm for semi-infinite programming
- Air pollution control with semi-infinite programming
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Cited in
(9)- A reduction method for semi-infinite programming by means of a global stochastic approach†
- A Hyperbolic penalty filter method for semi-infinite programming
- Integration of expert knowledge into radial basis function surrogate models
- Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints
- A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues
- Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints
- An interior point constraint generation algorithm for semi-infinite optimization with health-care application
- A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization
- A quasi-Newton interior point method for semi-infinite programming
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