Nonlinear programming without a penalty function.
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Publication:5957565
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Cited in
(only showing first 100 items - show all)- Structure-exploiting interior point methods
- An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables
- A modified differential evolution based solution technique for economic dispatch problems
- Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
- Global convergence of slanting filter methods for nonlinear programming
- A reduction method for semi-infinite programming by means of a global stochastic approach†
- A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
- The Sequential Quadratic Programming Method
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- On the local convergence of a penalty-function-free SQP method
- Analysis of multi-objective Kriging-based methods for constrained global optimization
- A globally convergent penalty-free method for optimization with equality constraints and simple bounds
- An augmented Lagrangian filter method
- ODE methods for optimization with equality constraints
- Binary, unrelaxable and hidden constraints in blackbox optimization
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- A new penalty-free-type algorithm based on trust region techniques
- A filter algorithm: comparison with NLP solvers
- The new approach for dynamic optimization with variability constraints
- A new trust region filter algorithm
- An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities
- Sequential quadratic programming with a flexible step acceptance strategy
- Model reduction in chemical process optimization
- A new restarting adaptive trust-region method for unconstrained optimization
- A kind of nonmonotone filter method for nonlinear complementarity problem
- Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
- Solving convex MINLP optimization problems using a sequential cutting plane algorithm
- Solving unconstrained optimization problem with a filter-based nonmonotone pattern search algorithm
- A filter secant method with nonmonotone line search for equality constrained optimization
- A line search filter approach for the system of nonlinear equations
- A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization
- A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
- A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
- A trust region SQP-filter method for nonlinear second-order cone programming
- Global and local convergence of a class of penalty-free-type methods for nonlinear programming
- Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
- Global convergence of a filter-trust-region algorithm for solving nonsmooth equations
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization
- A method for reliability-based optimization with multiple non-normal stochastic parameters: a simplified airshed management study
- On optimization strategies for parameter estimation in models governed by partial differential equations
- A trust-region approach with novel filter adaptive radius for system of nonlinear equations
- A filter inexact-restoration method for nonlinear programming
- Filter-based adaptive Kriging method for black-box optimization problems with expensive objective and constraints
- A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
- An exact penalty function based on the projection matrix
- A dwindling filter trust region algorithm for nonlinear optimization
- Nonlinear programming without a penalty function or a filter
- A modified QP-free feasible method
- Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets
- Constrained optimization using multiple objective programming
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- Three modeling paradigms in mathematical programming
- A progressive barrier derivative-free trust-region algorithm for constrained optimization
- A dwindling filter line search algorithm for nonlinear equality constrained optimization
- Constrained problem formulations for power optimization of aircraft electro-thermal anti-icing systems
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. II: Application
- A bundle-filter method for nonsmooth convex constrained optimization
- A penalty-function-free line search SQP method for nonlinear programming
- Solving nearly-separable quadratic optimization problems as nonsmooth equations
- Mesh-based Nelder-Mead algorithm for inequality constrained optimization
- Multi-objective memetic algorithm: comparing artificial neural networks and pattern search filter method approaches
- An infeasible nonmonotone SSLE algorithm for nonlinear programming
- A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization
- Derivative-free superiorization: principle and algorithm
- Practical implementation of an interior point nonmonotone line search filter method
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- A filter interior-point algorithm with projected Hessian updating for nonlinear optimization
- Numerical comparison of merit function with filter criterion in inexact restoration algorithms using hard-spheres problems
- A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
- An interior point method for nonlinear programming with infeasibility detection capabilities
- Local convergence of filter methods for equality constrained non-linear programming
- An SQP-filter method for inequality constrained optimization and its global convergence
- Interior point filter method for semi-infinite programming problems
- Global and local convergence of a filter line search method for nonlinear programming
- A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- A dwindling filter line search method for unconstrained optimization
- Optimization-based design of plant-friendly multisine signals using geometric discrepancy criteria
- Direct search methods on reductive homogeneous spaces
- Optimization problems with equilibrium constraints and their numerical solution.
- A nonmonotone SQP method for nonlinear programming without a penalty function
- Objective and Violation Upper Bounds on a DIRECT-Filter Method for Global Optimization
- A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems
- On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints
- Filter-based DIRECT method for constrained global optimization
- Locally weighted regression models for surrogate-assisted design optimization
- An approach based on dwindling filter method for positive definite generalized eigenvalue problem
- A tri-dimensional filter SQP algorithm for variational inequality problems
- Nonlinear optimization with GAMS /LGO
- A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization
- A line search exact penalty method using steering rules
- A nonmonotone filter trust region method for the system of nonlinear equations
- On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization
- A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints
- A globally convergent regularized interior point method for constrained optimization
- Sequential penalty quadratic programming filter methods for nonlinear programming
- A filter method for solving nonlinear complementarity problems
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