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Publication:4023146
zbMATH Open0761.90087MaRDI QIDQ4023146FDOQ4023146
Philippe L. Toint, Andrew R. Conn, Nick I. M. Gould
Publication date: 23 January 1993
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Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)
Cited In (only showing first 100 items - show all)
- Convergence results of an augmented Lagrangian method using the exponential penalty function
- A theoretical analysis of the cross-nested logit model
- Proximal methods for nonlinear programming: Double regularization and inexact subproblems
- A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Interactions between nonlinear programming and modeling systems
- A multiplier active-set trust-region algorithm for solving constrained optimization problem
- On an inexact trust-region SQP-filter method for constrained nonlinear optimization
- A globally convergent penalty-free method for optimization with equality constraints and simple bounds
- Improved sequential linear programming formulation for structural weight minimization
- Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- A software framework for embedded nonlinear model predictive control using a gradient-based augmented Lagrangian approach (GRAMPC)
- A decomposition approach for the fuel-constrained economic power-dispatch problem
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- A survey of truncated-Newton methods
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization
- Quasi-Newton acceleration for equality-constrained minimization
- Extended duality for nonlinear programming
- On the application of an augmented Lagrangian algorithm to some portfolio problems
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
- Recognizing underlying sparsity in optimization
- Numerical comparison of merit function with filter criterion in inexact restoration algorithms using hard-spheres problems
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
- Closed-loop reservoir management on the Brugge test case
- Numerical lower bound shakedown analysis of engineering structures
- Nonlinear optimization with GAMS /LGO
- Augmented Lagrangian methods for nonlinear programming with possible infeasibility
- A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- Updating the multipliers associated with inequality constraints in an augmented Lagrangian multiplier method
- Sequential equality-constrained optimization for nonlinear programming
- An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints
- Modifying the inertia of matrices arising in optimization
- A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
- Approximating Hessians in unconstrained optimization arising from discretized problems
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- LANCELOT
- Computational approaches to parameter estimation and model selection in immunology
- A trust region affine scaling method for bound constrained optimization
- A \(p\)-version finite element method for nonlinear elliptic variational inequalities in 2D
- An interior-point penalty active-set trust-region algorithm
- On proving existence of feasible points in equality constrained optimization problems
- A note on exploiting structure when using slack variables
- CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
- DrAmpl: A meta solver for optimization problem analysis
- Optimizing partially separable functions without derivatives
- Nonmonotone curvilinear line search methods for unconstrained optimization
- On the multiplier-penalty-approach for quasi-variational inequalities
- Local analysis of a new multipliers method
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
- Application of lower bound direct method to engineering structures
- TACO: a toolkit for AMPL control optimization
- Progress in shakedown analysis with applications to composites
- Quantitative Photoacoustic Tomography
- A trust region method based on a new affine scaling technique for simple bounded optimization
- An augmented Lagrangian method exploiting an active-set strategy and second-order information
- On a one-dimensional optimization problem derived from the efficiency analysis of Newton-PCG-like algorithms
- An inexact restoration strategy for the globalization of the sSQP method
- Primal-dual active-set methods for large-scale optimization
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- Inexact-restoration algorithm for constrained optimization
- An algorithm for the fast solution of symmetric linear complementarity problems
- Recent progress in unconstrained nonlinear optimization without derivatives
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- Sparse quasi-Newton updates with positive definite matrix completion
- A practical relative error criterion for augmented Lagrangians
- OPTIMASS: a package for the minimization of kinematic mass functions with constraints
- Superlinearly convergent trust-region method without the assumption of positive-definite Hessian
- Optimizing the composition profile of a functionally graded interlayer using a direct transcription method
- Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization
- An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix
- Monotone projected gradient methods for large-scale box-constrained quadratic programming
- Dealing with singularities in nonlinear unconstrained optimization
- Constrained derivative-free optimization on thin domains
- Extremal problems for convex polygons
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- An augmented Lagrangian filter method
- Optimality conditions in variational form for non-linear constrained stochastic control problems
- A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
- How to ``alternatize a clustering algorithm
- A basis reduction method using proper orthogonal decomposition for shakedown analysis of kinematic hardening material
- Solving elliptic control problems with interior point and SQP methods: Control and state constraints
- Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
- Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
- The ‘Idiot’ crash quadratic penalty algorithm for linear programming and its application to linearizations of quadratic assignment problems
- Sparse Hessian factorization in curved trajectories for unconstrained minimization
- A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization
- PAL-Hom method for QP and an application to LP
- A random active set method for strictly convex quadratic problem with simple bounds
- Complexity and performance of an Augmented Lagrangian algorithm
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints
- A primal-dual algorithm for risk minimization
- High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms
- Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm
- A modified nearly exact method for solving low-rank trust region subproblem
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