Cited in
(only showing first 100 items - show all)- Distributed optimal control of nonlinear systems using a second-order augmented Lagrangian method
- Extremal problems for convex polygons
- Convergence results of an augmented Lagrangian method using the exponential penalty function
- A selective strategy for shakedown analysis of engineering structures
- A theoretical analysis of the cross-nested logit model
- Proximal methods for nonlinear programming: Double regularization and inexact subproblems
- scientific article; zbMATH DE number 624773 (Why is no real title available?)
- A trust region algorithm of a new conic model for nonlinearly equality constrained optimization
- Stabilized optimization via an NCL algorithm
- Enriched methods for large-scale unconstrained optimization
- Impact of partial separability on large-scale optimization
- On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- A truncated Newton method for the solution of large-scale inequality constrained minimization problems
- Interactions between nonlinear programming and modeling systems
- 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
- A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- Optimality conditions in variational form for non-linear constrained stochastic control problems
- An augmented Lagrangian filter method
- A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- A multiplier active-set trust-region algorithm for solving constrained optimization problem
- scientific article; zbMATH DE number 1984098 (Why is no real title available?)
- Improved sequential linear programming formulation for structural weight minimization
- Conjugate gradient algorithms in nonconvex optimization
- Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
- scientific article; zbMATH DE number 5989774 (Why is no real title available?)
- 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)
- scientific article; zbMATH DE number 1182743 (Why is no real title available?)
- An interior-point algorithm for nonconvex nonlinear programming
- Fuzzy logic and neural networks for design of process parameters: A grinding process application
- scientific article; zbMATH DE number 2000393 (Why is no real title available?)
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- How to ``alternatize a clustering algorithm
- A decomposition approach for the fuel-constrained economic power-dispatch problem
- On Modified Factorizations for Large-Scale Linearly Constrained Optimization
- Finite elements for geometrical minimal shape
- Numerical methods for large-scale nonlinear optimization
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- A basis reduction method using proper orthogonal decomposition for shakedown analysis of kinematic hardening material
- Solving the dual subproblem of the method of moving asymptotes using a trust-region scheme
- Global convergence and implementation of NGTN method for solving large-scale sparse nonlinear programming problems
- An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
- A survey of truncated-Newton methods
- On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
- An interface optimization and application for the numerical solution of optimal control problems
- On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy
- Safeguarded augmented Lagrangian methods in Banach spaces
- An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
- A Class of Indefinite Dogleg Path Methods for Unconstrained Minimization
- A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization
- Spectral gradient methods for linearly constrained optimization
- Global and local convergence of a class of penalty-free-type methods for nonlinear programming
- Automatic Determination of an Initial Trust Region in Nonlinear Programming
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- Integrating SQP and branch-and-bound for mixed integer nonlinear programming
- A Global Convergence Analysis of an Algorithm for Large-Scale Nonlinear Optimization Problems
- Solving elliptic control problems with interior point and SQP methods: Control and state constraints
- Kestrel: an interface from optimization modeling systems to the NEOS server
- Extended duality for nonlinear programming
- Quasi-Newton acceleration for equality-constrained minimization
- Numerical analysis of leaving-face parameters in bound-constrained quadratic minimization
- On the application of an augmented Lagrangian algorithm to some portfolio problems
- Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
- scientific article; zbMATH DE number 1971713 (Why is no real title available?)
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- Modifications to the subroutine OPALQP for dealing with large problems
- Nonlinear programming without a penalty function.
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- Recognizing underlying sparsity in optimization
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
- A penalty-function-free line search SQP method for nonlinear programming
- Subspace-by-subspace preconditioners for structured linear systems
- A direct differentiation formulation of electromechanical sensitivity analysis for rough surfaces in contact
- Survey of trust-region derivative free optimization methods
- An active set quasi-Newton method with projected search for bound constrained minimization
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
- Numerical comparison of merit function with filter criterion in inexact restoration algorithms using hard-spheres problems
- An interior point method for nonlinear programming with infeasibility detection capabilities
- On the complete pivoting conjecture for a hadamard matrix of order 12
- An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
- PAL-Hom method for QP and an application to LP
- scientific article; zbMATH DE number 1552017 (Why is no real title available?)
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- Closed-loop reservoir management on the Brugge test case
- A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization
- Sparse Hessian factorization in curved trajectories for unconstrained minimization
- On Smoothing Exact Penalty Functions for Convex Constrained Optimization
- A Practical Algorithm for General Large Scale Nonlinear Optimization Problems
- Quadratic 0–1 programming: Tightening linear or quadratic convex reformulation by use of relaxations
- Numerical lower bound shakedown analysis of engineering structures
- A Revised Modified Cholesky Factorization Algorithm
- On the dual formulation of regularized linear systems with convex risks
- On diagonally structured problems in unconstrained optimization using an inexact super Halley method
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