LOQO

swMATH2212MaRDI QIDQ14756FDOQ14756

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Described by source

• LOQO:an interior point code for quadratic programming

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

• The State-of-the-Art in Conic Optimization Software
• A primal-dual interior-point algorithm for nonlinear least squares constrained problems
• Barrier function based model predictive control
• A filter algorithm: comparison with NLP solvers
• Primal-dual interior-point method for thermodynamic gas-particle partitioning
• Computation of projection regression depth and its induced median
• A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
• Case studies in optimization: catenary problem
• Robust image watermarking in the spatial domain
• Title not available (Why is that?)
• A non-interior-point smoothing method for variational inequality problem
• An interface optimization and application for the numerical solution of optimal control problems
• Monotone modifications of \(r\)-algorithms and their applications
• Spectral gradient methods for linearly constrained optimization
• Solving the slate tile classification problem using a DAGSVM multiclassification algorithm based on SVM binary classifiers with a one-versus-all approach
• Integer optimization by local search. A domain-independent approach
• Numerical experiments with an interior-exterior point method for nonlinear programming
• Time series prediction using support vector machines, the orthogonal and the regularized orthogonal least-squares algorithms
• Mesh shape-quality optimization using the inverse mean-ratio metric
• On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
• Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
• Title not available (Why is that?)
• DC programming and DCA: thirty years of developments
• LOQO user's manual — version 3.10
• Computer Vision - ECCV 2004
• A globally convergent regularized interior point method for constrained optimization
• Computational assessment of distributed decomposition methods for stochastic linear programs
• Financial planning via multi-stage stochastic optimization.
• An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
• A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
• Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control
• Integer linear programming models for global routing
• Title not available (Why is that?)
• Spectral projected gradient and variable metric methods for optimization with linear inequalities
• Computation of condition numbers for linear programming problems using Peña’s method
• A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
• Interior-point methods for nonconvex nonlinear programming: cubic regularization
• An Extension of the DQA Algorithm to Convex Stochastic Programs
• Rigid pricing and rationally inattentive consumer
• Title not available (Why is that?)
• On a kernel-based method for pattern recognition, regression, approximation, and operator inversion
• Dynamic contact of a beam against rigid obstacles: convergence of a velocity-based approximation and numerical results
• Title not available (Why is that?)
• Feature extraction and dimensionality reduction algorithms and their applications in vowel recognition.
• Study of a primal-dual algorithm for equality constrained minimization
• Title not available (Why is that?)
• Detecting and approximating fault lines from randomly scattered data
• SICOpt: Solution approach for nonlinear integer stochastic programming problems
• Multistage quadratic stochastic programming
• Hierarchical learning in polynomial support vector machines
• Steplengths in interior-point algorithms of quadratic programming
• Solving stochastic linear programs with restricted recourse using interior point methods
• A combined SQP-IPM algorithm for solving large-scale nonlinear optimization problems
• Title not available (Why is that?)
• Optimal control of systems with discontinuous differential equations
• A stable primal-dual approach for linear programming under nondegeneracy assumptions
• Sequential quadratic programming for large-scale nonlinear optimization
• Title not available (Why is that?)
• Interior-point solver for large-scale quadratic programming problems with bound constraints
• An interior-point trust-funnel algorithm for nonlinear optimization
• A primal-dual interior-point method to solve the optimal power flow dispatching problem
• Matrix partitioning methods for interior point algorithms.
• Interior point models for power system stability problems
• Stability of Linear Equations Solvers in Interior-Point Methods
• Efficient Computation and Model Selection for the Support Vector Regression
• Structured regularization for barrier NLP solvers
• Efficient formulations for pricing under attraction demand models
• Self-adaptive support vector machines: modelling and experiments
• Title not available (Why is that?)
• Theory and applications of optimal control problems with multiple time-delays
• Interior point methods 25 years later
• A primal-dual interior-point algorithm for quadratic programming
• An interior-point algorithm for nonconvex nonlinear programming
• Interior point techniques in optimization. Complementarity, sensitivity and algorithms
• Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
• Numerical methods for large-scale nonlinear optimization
• Title not available (Why is that?)
• The profit maximizing capacitated lot-size (PCLSP) problem
• Permuting Sparse Rectangular Matrices into Block-Diagonal Form
• An interior point Newton-like method for non-negative least-squares problems with degenerate solution
• A generalized Newton-penalty algorithm for large scale ill-conditioned quadratic problems
• Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
• Model selection approaches for non-linear system identification: a review
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• On free variables in interior point methods
• Comparison and Automated Selection of Local Optimization Solvers for Interval Global Optimization Methods
• A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
• A perturbation method for solving linear semi-infinite programming problems
• Shakedown analysis with multidimensional loading spaces
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
• Title not available (Why is that?)
• A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
• On an enumerative algorithm for solving eigenvalue complementarity problems
• Support vector machines and gradient boosting for graphical estimation of a slate deposit
• A simple decomposition method for support vector machines
• Title not available (Why is that?)
• SMO Algorithm for Least-Squares SVM Formulations
• Fast \(L_1^kC^k\) polynomial spline interpolation algorithm with shape-preserving properties
• Numerical lower bound shakedown analysis of engineering structures
• Degenerate Nonlinear Programming with a Quadratic Growth Condition

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