SQPlab

swMATH5161MaRDI QIDQ17301FDOQ17301

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Official website: https://www-rocq.inria.fr/~gilbert/modulopt/optimization-routines/sqplab/sqplab.html

Described by source

• Numerical optimization. Theoretical and practical aspects. Transl. from the French

Cited In (only showing first 100 items - show all)

• A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods
• A quantum genetic algorithm for optimization problems on the Bloch sphere
• A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems
• Inverse problem for a class of nonlinear elliptic equations with entropy solution
• Large-scale unit commitment under uncertainty: an updated literature survey
• A new sequential optimality condition for constrained nonsmooth optimization
• A vectorized regularization method for multivalued parameters identification
• Qualification Conditions in Semialgebraic Programming
• Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
• On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
• An inexact variable metric proximal point algorithm for generic quasi-Newton acceleration
• Micromorphic computational homogenization for mechanical metamaterials with patterning fluctuation fields
• Topology optimization design of stretchable metamaterials with Bézier skeleton explicit density (BSED) representation algorithm
• A novel high-order functional based image registration model with inequality constraint
• Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions
• Epi-regularization of risk measures
• Finding the optimal opening time of harvesting farmed fishery resources
• Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
• A comparison of four approaches from stochastic programming for large-scale unit-commitment
• A Nash game based variational model for joint image intensity correction and registration to deal with varying illumination
• A feasible point method with bundle modification for nonsmooth convex constrained optimization
• A feasibility-ensured Lagrangian heuristic for general decomposable problems
• Properties of the sign gradient descent algorithms
• A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
• A generalized hybrid CGPM-based algorithm for solving large-scale convex constrained equations with applications to image restoration
• A primal-dual algorithm for risk minimization
• A proximal bundle method with exact penalty technique and bundle modification strategy for nonconvex nonsmooth constrained optimization
• A Newton solver for micromorphic computational homogenization enabling multiscale buckling analysis of pattern-transforming metamaterials
• A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
• A sliding window algorithm for energy distribution system with storage
• A three-term recurrence relation for accurate evaluation of transition probabilities of the simple birth-and-death process
• A unified framework for high-order numerical discretizations of variational inequalities
• Risk-averse stochastic programming and distributionally robust optimization via operator splitting
• Heat and electricity market coordination: a scalable complementarity approach
• A proximal-projection partial bundle method for convex constrained minimax problems
• A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
• Convergent conformal energy minimization for the computation of disk parameterizations
• An Algorithmic Characterization of P-matricity II: Adjustments, Refinements, and Validation
• A proximal interior point algorithm with applications to image processing
• On the stabilization of singular identification problem of an unknown discontinuous diffusion parameter in elliptic equation
• Dual norm based iterative methods for image restoration
• Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
• Allee optimal control of a system in ecology
• Physics constrained learning for data-driven inverse modeling from sparse observations
• A proximal bundle method-based algorithm with penalty strategy and inexact oracles for constrained nonsmooth nonconvex optimization
• A Lagrangian heuristic for the multicommodity capacitated location problem with balancing requirements
• Superlinear convergence of the sequential quadratic method in constrained optimization
• Global optimality conditions and exact penalization
• Some new facts about sequential quadratic programming methods employing second derivatives
• A new restricted memory level bundle method for constrained convex nonsmooth optimization
• A multi-step doubly stabilized bundle method for nonsmooth convex optimization
• A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem
• A simple version of bundle method with linear programming
• SABRINA: a stochastic subspace majorization-minimization algorithm
• Hybrid global search algorithm with genetic blocks for solving hexamatrix games
• A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach
• Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
• Nonsmooth bundle trust-region algorithm with applications to robust stability
• Composite proximal bundle method
• Identifying structure of nonsmooth convex functions by the bundle technique
• A doubly stabilized bundle method for nonsmooth convex optimization
• Cutting plane oracles to minimize non-smooth non-convex functions
• Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
• On the problem polyhedral separability: a numerical solution
• Divide to conquer: decomposition methods for energy optimization
• An optimal control methodology for plant growth-case study of a water supply problem of sunflower
• A polyhedral investigation of star colorings
• Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
• Computation of free energy differences through nonequilibrium stochastic dynamics: The reaction coordinate case
• On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
• Null space gradient flows for constrained optimization with applications to shape optimization
• The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
• On Lipschitz optimization based on gray-box piecewise linearization
• Using of modified simplex imbeddings method for solving special class of convex non-differentiable optimization problems
• Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem
• Prepayment option of a perpetual corporate loan: the impact of the funding costs
• Solving generation expansion planning problems with environmental constraints by a bundle method
• Smoothed penalty algorithms for optimization of nonlinear models
• Probabilistic clustering via Pareto solutions and significance tests
• Application of Nelder-Mead simplex method for unconfined seepage problems
• Incremental-like bundle methods with application to energy planning
• Robust continuation methods for tracing solution curves of parameterized systems
• GSGPEs: a MATLAB code for computing the ground state of systems of Gross-Pitaevskii equations
• Optimum design accounting for the global nonlinear behavior of the model
• An inexact spectral bundle method for convex quadratic semidefinite programming
• Large-scale unit commitment under uncertainty
• Hilbert class library
• Nonconvergence of the plain Newton-min algorithm for linear complementarity problems with a \(P\)-matrix
• SIMEM3 Renault
• DSPCA
• PLCP
• UFO
• GradSamp
• SLQP-GS
• DGM
• PNEW
• QSM
• sIPOPT
• LSMM
• ABAQUS/Explicit

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