On the Sequential Quadratically Constrained Quadratic Programming Methods
From MaRDI portal
Recommendations
- A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
- scientific article; zbMATH DE number 1101644
- Global and superlinear convergence of inexact sequential quadratically constrained quadratic programming method for convex programming
- A sequential quadratically constrained quadratic programming method of feasible directions
- A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
Cited in
(35)- A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
- Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
- Newton-type methods: a broader view
- Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere
- New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
- A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results
- A nonlinear norm-relaxed method for finely discretized semi-infinite optimization problems
- On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- A simply sequential quadratically constrained quadratic programming method of strongly sub-feasible directions for constrained optimization
- Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
- An exact penalty method for nonconvex problems covering, in particular, nonlinear programming, semidefinite programming, and second-order cone programming
- DC programming and DCA for general DC programs
- scientific article; zbMATH DE number 5630000 (Why is no real title available?)
- scientific article; zbMATH DE number 3965826 (Why is no real title available?)
- scientific article; zbMATH DE number 1186894 (Why is no real title available?)
- scientific article; zbMATH DE number 1101644 (Why is no real title available?)
- A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
- Global and superlinear convergence of inexact sequential quadratically constrained quadratic programming method for convex programming
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- A sequential quadratically constrained quadratic programming technique for a multi-objective optimization problem
- A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization
- A Globally Convergent SQCQP Method for Multiobjective Optimization Problems
- Inexact sequential quadratically constrained quadratic programming methods with nonmonotone line searches for convex programming
- A reduced Hessian SQP method for inequality constrained optimization
- A practical update criterion for SQP method
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection
- Open issues and recent advances in DC programming and DCA
- A working set SQCQP algorithm with simple nonmonotone penalty parameters
- A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
- A quadratically approximate framework for constrained optimization, global and local convergence
- Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization
This page was built for publication: On the Sequential Quadratically Constrained Quadratic Programming Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5704159)
