scientific article
From MaRDI portal
Publication:3996571
zbMath0713.90043MaRDI QIDQ3996571
Garth P. McCormick, Anthony V. Fiacco
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonlinear programming (90C30) Numerical methods involving duality (49M29) Sensitivity, stability, parametric optimization (90C31) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Related Items
A regularized interior-point method for constrained linear least squares, A generalization of the expenditure function, On Non-Archimedean Valued Fields: A Survey of Algebraic, Topological and Metric Structures, Analysis and Applications, The convergence of an interior-point method using modified search directions in final iterations, Analysis on the Levi-Civita field and computational applications, Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data, An augmented Lagrangian method exploiting an active-set strategy and second-order information, A gradient-based algorithm for non-smooth constrained optimization problems governed by discrete-time nonlinear equations with application to long-term hydrothermal optimal scheduling control, A stable primal-dual approach for linear programming under nondegeneracy assumptions, Primal-dual nonlinear rescaling method for convex optimization, On the rotational equations of motion in rigid body dynamics when using Euler parameters, Sampled-data extremum-seeking framework for constrained optimization of nonlinear dynamical systems, Computing aviation sparing policies: solving a large nonlinear integer program, Tensor methods of full-information maximum likelihood estimation: Estimation with parameter constraints, A penalty-interior-point algorithm for nonlinear constrained optimization, Nonlinear rescaling as interior quadratic prox method in convex optimization, Robust untangling of curvilinear meshes, The regularization continuation method with an adaptive time step control for linearly constrained optimization problems, Optimal-tuning of proportional-integral-derivative-like controller for constrained nonlinear systems and application to ship steering control, Constrained consumptions, Lipschitzian demands, and regular economies, The interior-point revolution in optimization: History, recent developments, and lasting consequences, Central swaths, On the augmented subproblems within sequential methods for nonlinear programming, Distributed economic dispatch via a predictive scheme: heterogeneous delays and privacy preservation, A note on the use of vector barrier parameters for interior-point methods, Learning to steer nonlinear interior-point methods, An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games, Second-order analysis of penalty function, Primal-Dual Path-Following Methods and the Trust-Region Updating Strategy for Linear Programming with Noisy Data, Exact Penalization of Generalized Nash Equilibrium Problems, Noise model based \(\nu\)-support vector regression with its application to short-term wind speed forecasting, Distance majorization and its applications, On generalized convexity and duality with a square root term, Time-varying distributed optimization problem with inequality constraints, Adjoint-based optimization on a network of discretized scalar conservation laws with applications to coordinated ramp metering, Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods, A study of piecewise linear-quadratic programs, Directional shadow price in linearly constrained nonconvex optimization models, Local analysis of the feasible primal-dual interior-point method, The degree of the central curve in semidefinite, linear, and quadratic programming, Quadratic rate of convergence for a primal-dual exponential penalty algorithm, Dual convergence for penalty algorithms in convex programming, Sign projected gradient flow: a continuous-time approach to convex optimization with linear equality constraints, On second-order optimality conditions for vector optimization, Alternating minimization as sequential unconstrained minimization: a survey, A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results, Predictor-corrector primal-dual interior point method for solving economic dispatch problems: a postoptimization analysis, Mathematical and metaheuristic applications in design optimization of steel frame structures: an extensive review, A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds, Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems, Constrained second order optimization on non-archimedean fields, A class of gradient unconstrained minimization algorithms with adaptive stepsize, On the Newton interior-point method for nonlinear programming problems, On the sensitivity of the optimal partition for parametric second-order conic optimization, Multivariate Shortfall Risk Allocation and Systemic Risk, Improved constraint-aggregation methods, Crawling subsampling for multivariate spatial autoregression model in large-scale networks, Regular economies with ambiguity aversion, Unnamed Item, Nash equilibrium design and price-based coordination in hierarchical systems, On some properties and an application of the logarithmic barrier method, A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming, A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness, A polynomial primal-dual affine scaling algorithm for symmetric conic optimization, Estimation of conductivity changes in a region of interest with electrical impedance tomography, Combining and scaling descent and negative curvature directions, Unnamed Item, Gauss–Newton Methods for Robust Parameter Estimation, A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization, Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties, Interior-point methods for the phase-field approach to brittle and ductile fracture, Energy Minimization Methods, A logarithmic descent direction algorithm for the quadratic knapsack problem, Exact histogram specification for digital images using a variational approach, An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization, Constrained optimal consensus in multi-agent systems with single- and double-integrator dynamics, Dynamic search trajectory methods for global optimization, An MM Algorithm for Split Feasibility Problems, Method of centers for minimizing generalized eigenvalues, On well definedness of the central path, Optimality of randomized trunk reservation for a problem with a single constraint, Unnamed Item, A method for convex curve approximation, Sensitivity analysis of boundary equilibria, Normalized trivariate B-splines on Worsey-Piper split and quasi-interpolants, Stochastic design optimization: application to reacting flows, Global parametric sufficient optimality conditions for semi-infinite discrete minmax fractional programming problems involving generalized \((\eta ,\rho )\)-invex functions, Evolutionary approaches to solve three challenging engineering tasks, Computing Multiple Solutions of Topology Optimization Problems, Optimization of a linear function on the set of efficient solutions of a multicriterion convex quadratic problem, A primal-dual interior-point algorithm for nonlinear least squares constrained problems, Asymptotics for Lasso-type estimators., An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts, A collective neurodynamic optimization approach to bound-constrained nonconvex optimization, Linearly constrained global optimization: a general solution algorithm with applications., Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach, A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs, B-Subdifferentials of the Projection onto the Generalized Simplex, On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization, A local MM subspace method for solving constrained variational problems in image recovery, An infeasible interior-point technique to generate the nondominated set for multiobjective optimization problems, Informative Lagrange multipliers in nonlinear parametric programming models, A Newton-Type Globally Convergent Interior-Point Method To Solve Multi-Objective Optimization Problems, The regularization continuation method for optimization problems with nonlinear equality constraints