Cited in
(only showing first 100 items - show all)- A projected-gradient interior-point algorithm for complementarity problems
- Interior point techniques in optimization. Complementarity, sensitivity and algorithms
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
- The profit maximizing capacitated lot-size (PCLSP) problem
- An Extension of the DQA Algorithm to Convex Stochastic Programs
- scientific article; zbMATH DE number 1843061 (Why is no real title available?)
- LOQO user's manual — version 3.10
- Efficient formulations for pricing under attraction demand models
- The state-of-the-art in conic optimization software
- A generalized Newton-penalty algorithm for large scale ill-conditioned quadratic problems
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- An XML-based schema for stochastic programs
- Block-structured quadratic programming for the direct multiple shooting method for optimal control
- Shakedown analysis with multidimensional loading spaces
- The Cholesky factorization in interior point methods
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- Fast Fourier optimization
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- Self-adaptive support vector machines: modelling and experiments
- The \(N-k\) problem in power grids: new models, formulations, and numerical experiments
- Global convergence of a primal-dual interior-point method for nonlinear programming
- A primal-dual interior-point algorithm for quadratic programming
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- On a kernel-based method for pattern recognition, regression, approximation, and operator inversion
- A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines
- Nonlinear optimization with GAMS /LGO
- Efficient learning of label ranking by soft projections onto polyhedra
- On free variables in interior point methods
- Model selection approaches for non-linear system identification: a review
- Interior-point solver for large-scale quadratic programming problems with bound constraints
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
- scientific article; zbMATH DE number 2068030 (Why is no real title available?)
- scientific article; zbMATH DE number 1551773 (Why is no real title available?)
- Permuting Sparse Rectangular Matrices into Block-Diagonal Form
- Optimal control of systems with discontinuous differential equations
- A stable primal-dual approach for linear programming under nondegeneracy assumptions
- A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
- SMO Algorithm for Least-Squares SVM Formulations
- scientific article; zbMATH DE number 1131479 (Why is no real title available?)
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- A factorization with update procedures for a KKT matrix arising in direct optimal control
- On an enumerative algorithm for solving eigenvalue complementarity problems
- Sparsity in convex quadratic programming with interior point methods
- Numerical methods for large-scale nonlinear optimization
- An interior-point algorithm for nonconvex nonlinear programming
- A comparison of a Moreau-Yosida-based active set strategy and interior point methods for constrained optimal control problems
- Spectral gradient methods for linearly constrained optimization
- Infeasible interior-point methods for linear optimization based on large neighborhood
- Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming
- Regularization and statistical learning theory for data analysis.
- An interior point Newton-like method for non-negative least-squares problems with degenerate solution
- Fast \(L_1^kC^k\) polynomial spline interpolation algorithm with shape-preserving properties
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- scientific article; zbMATH DE number 1163807 (Why is no real title available?)
- Starting-point strategies for an infeasible potential reduction method
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- Stability of Augmented System Factorizations in Interior-Point Methods
- An efficient support vector machine learning method with second-order cone programming for large-scale problems
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
- Support vector machines and gradient boosting for graphical estimation of a slate deposit
- A combined SQP-IPM algorithm for solving large-scale nonlinear optimization problems
- Study of a primal-dual algorithm for equality constrained minimization
- A polynomial arc-search interior-point algorithm for convex quadratic programming
- A quasi-Newton interior point method for semi-infinite programming
- Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines
- scientific article; zbMATH DE number 992796 (Why is no real title available?)
- An interior-point trust-funnel algorithm for nonlinear optimization
- Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods
- scientific article; zbMATH DE number 5773703 (Why is no real title available?)
- Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
- Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
- Computational experience with approximation algorithms for the set covering problem
- Multistage quadratic stochastic programming
- Numerical lower bound shakedown analysis of engineering structures
- Case studies in trajectory optimization: trains, planes, and other pastimes
- A second derivative SQP method: global convergence
- Dynamic contact of a beam against rigid obstacles: convergence of a velocity-based approximation and numerical results
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- Strategic financial risk management and operations research
- A primal-dual interior-point algorithm for nonlinear least squares constrained problems
- Degenerate Nonlinear Programming with a Quadratic Growth Condition
- A perturbation method for solving linear semi-infinite programming problems
- A simple decomposition method for support vector machines
- Efficient algorithms for the smallest enclosing ball problem
- Extremal problems for convex polygons
- Barrier function based model predictive control
- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- A primal-dual interior-point method to solve the optimal power flow dispatching problem
- scientific article; zbMATH DE number 1664840 (Why is no real title available?)
- DC programming and DCA: thirty years of developments
- scientific article; zbMATH DE number 1186892 (Why is no real title available?)
- scientific article; zbMATH DE number 2102033 (Why is no real title available?)
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
- Solving stochastic linear programs with restricted recourse using interior point methods
- Spectral projected gradient and variable metric methods for optimization with linear inequalities
- Computation of projection regression depth and its induced median
- A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
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