scientific article; zbMATH DE number 3727523

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Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
A modified SQP method with nonmonotone technique and its global convergence
The convergence of matrices generated by rank-2 methods from the restricted \(\beta\)-class of Broyden
An algorithm for composite nonsmooth optimization problems
Convergent stepsizes for constrained optimization algorithms
A quadratic approximation method for minimizing a class of quasidifferentiable functions
An active set RQP algorithm for engineering design optimization
Numerical comparisons of nonlinear programming algorithms on serial and vector processors using automatic differentiation
On a Newton-like method for constrained nonlinear minimization via slack variables
Enlarging the region of convergence of Newton's method for constrained optimization
An algorithm for solving linearly constrained minimax problems
A trust region algorithm for equality constrained optimization
The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients
An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
New minimax algorithm
A two-parameter exact penalty function for nonlinear programming
A generalized projection-successive linear equations algorithm for nonlinearly equality and inequality constrained optimization and its rate of convergence
A new SQP method of feasible directions for nonlinear programming.
Working range optimization for turbine and compressor blading
A superlinearly and quadratically convergent SQP type feasible method for constrained optimization
Optimal control of mathematical models for the radiotherapy of gliomas: the scalar case
A rank-one fitting algorithm for unconstrained optimization problems.
Global convergence on an active set SQP for inequality constrained optimization
Local convergence analysis for partitioned quasi-Newton updates
A successive quadratic programming method that uses new corrections for search directions
Unification of basic and composite nondifferentiable optimization
A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
Multi-level iterations for economic nonlinear model predictive control
Distributed optimization and control with ALADIN
Search algorithm for optimal damping parameters of transfemoral prosthetic limb
A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
Essential issues on solving optimal power flow problems using soft-computing
An infeasible QP-free method without a penalty function for nonlinear inequality constrained optimization
On combining feasibility, descent and superlinear convergence in inequality constrained optimization
Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
Nonlinear robust optimization via sequential convex bilevel programming
A conjugate directions approach to improve the limited-memory BFGS method
A new superlinearly convergent SQP algorithm for nonlinear minimax problems
The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization
Mathematical programming models and algorithms for engineering design optimization
An analysis of reduced Hessian methods for constrained optimization
Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
Hybrid functions of Bernstein polynomials and block-pulse functions for solving optimal control of the nonlinear Volterra integral equations
Multilevel least-change Newton-like methods for equality constrained optimization problems
The convergence of variable metric matrices in unconstrained optimization
An only 2-step Q-superlinear convergence example for some algorithms that use reduced hessian approximations
Local properties of algorithms for minimizing nonsmooth composite functions
An example of irregular convergence in some constrained optimization methods that use the projected hessian
A successive quadratic programming algorithm with global and superlinear convergence properties
A recursive quadratic programming algorithm that uses differentiable exact penalty functions
Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
Adaptive virtual support vector machine for reliability analysis of high-dimensional problems
Exact penalty functions in nonlinear programming
A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function
A dual differentiable exact penalty function
Nonlinear programming via an exact penalty function: Asymptotic analysis
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
Symmetric quadrature rules for tetrahedra based on a cubic close-packed lattice arrangement
A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems
A perturbation based chaotic system exploiting the quasi-Newton method for global optimization
A robust implementation of a sequential quadratic programming algorithm with successive error restoration
A reduced Hessian SQP method for inequality constrained optimization
Generalised monotone line search algorithm for degenerate nonlinear minimax problems
A superlinearly convergent method of feasible directions.
Identification of multibody vehicle models for crash analysis using an optimization methodology
The regularization continuation method for optimization problems with nonlinear equality constraints
A stochastic model for mortality rate on italian data
A trust region SQP-filter method for nonlinear second-order cone programming
Solving optimization problems with equality and inequality constraints using topographic global initialization
Leveraging machine learning for high-dimensional option pricing within the uncertain volatility model
An open waveguide with a thin high contrast core layer: asymptotic analysis and inverse detection problem
Augmented Lagrangian based sequential quadratic programming for a constrained inverse eigenvalue problem of a graph
Prescriptive analysis for perishable one-warehouse, multi-retailer systems with contextual information
An exact penalty function algorithm for semi-infinite programmes
The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
The kidney model as an inverse problem
A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints
A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
A new feasible descent primal-dual interior point algorithm for nonlinear inequality constrained optimization

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