An interior-point trust-funnel algorithm for nonlinear optimization
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Cites work
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- A new polynomial-time algorithm for linear programming
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- A second derivative SQP method: global convergence
- A second derivative SQP method: local convergence and practical issues
- A second-derivative SQP method with a `trust-region-free' predictor step
- A sequential quadratic programming algorithm with an additional equality constrained phase
- A trust region method based on interior point techniques for nonlinear programming.
- An Inexact SQP Method for Equality Constrained Optimization
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
- An interior-point algorithm for large-scale nonlinear optimization with inexact step computations
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- Interior point methods 25 years later
- LOQO:an interior point code for quadratic programming
- Nonlinear programming without a penalty function or a filter
- Nonlinear programming without a penalty function.
- On solving trust-region and other regularised subproblems in optimization
- On the Global Convergence of a Filter--SQP Algorithm
- On the Implementation of a Primal-Dual Interior Point Method
- On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
- On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming
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- Q-SUPERLINEAR CONVERGENCE OF PRIMAL-DUAL INTERIOR POINT QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- Trust Region Methods
- Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
Cited in
(10)- A direct discretization recurrent neurodynamics method for time-variant nonlinear optimization with redundant robot manipulators
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- Recent advances in trust region algorithms
- Convergence of a stabilized SQP method for equality constrained optimization
- Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints
- A local MM subspace method for solving constrained variational problems in image recovery
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- A nonmonotone filter SQP method: local convergence and numerical results
- Complexity analysis of a trust funnel algorithm for equality constrained optimization
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
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