Cited in
(only showing first 100 items - show all)- Newton's method for computing the nearest correlation matrix with a simple upper bound
- Primal-dual active-set methods for large-scale optimization
- Conforming approximation of convex functions with the finite element method
- A branch-and-cut algorithm based on semidefinite programming for the minimum \(k\)-partition problem
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- A homotopy method based on penalty function for nonlinear semidefinite programming
- The state-of-the-art in conic optimization software
- Free Material Optimization with Fundamental Eigenfrequency Constraints
- Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
- TACO: a toolkit for AMPL control optimization
- scientific article; zbMATH DE number 6467821 (Why is no real title available?)
- A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
- Optimization problems with equilibrium constraints and their numerical solution.
- An approximation technique for robust nonlinear optimization
- A sequential convex semidefinite programming algorithm with an application to multiple-load free material optimization
- A distributed controller approach for delay-independent stability of networked control systems
- Discussion on: ``Design of low order robust controllers for a VSC HVDC power plant terminal
- SDPA PROJECT : SOLVING LARGE-SCALE SEMIDEFINITE PROGRAMS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan)
- Output feedback model predictive control of uncertain norm-bounded linear systems
- On the maximization of the fundamental eigenvalue in topology optimization
- A homotopy method for nonlinear semidefinite programming
- Exact asymptotic stability analysis and region-of-attraction estimation for nonlinear systems
- A Newton-CG augmented Lagrangian method for semidefinite programming
- Second-order cone programming formulations for a class of problems in structural optimization
- \(t\)-copula from the viewpoint of tail dependence matrices
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- Confidence structural robust design and optimization under stiffness and load uncertainties
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- complib
- CSDP
- SDPLIB
- SDPA
- SDPT3
- GloptiPoly
- SDPpack
- Benchmarks for Optimization Software
- COL
- QSDP
- SDPLR
- LMITOOL
- PENSDP
- PENBMI
- NLPHOPDM
- PENLAB
- COMPleib
- RACT
- Polynomial Toolbox
- SDPARA
- COPS
- Outward rotations
- Lyapunov
- QPLIB2014
- QL
- NEOS
- CONLIN
- LINUOA
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Atomic optimization. I: Search space transformation and one-dimensional problems
- SDPB
- PolySpace
- Sieve-SDP
- Numerical methods for large-scale nonlinear optimization
- Computational enhancements in low-rank semidefinite programming
- Controller Design via Nonsmooth Multidirectional Search
- Free material optimization for stress constraints
- Effective reformulations of the truss topology design problem
- Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
- Successive linearization methods for nonlinear semidefinite programs
- A filter algorithm for nonlinear semidefinite programming
- A semidefinite optimization approach for the single-row layout problem with unequal dimensions
- A primal–dual interior point method for nonlinear optimization over second-order cones
- Advances in convex optimization: conic programming
- An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems
- The control of drilling vibrations: a coupled PDE-ODE modeling approach
- A nonmonotone filter SQP method: local convergence and numerical results
- Certified error bounds for uncertain elliptic equations
- A new approach to quantized stabilization of a stochastic system with multiplicative noise
- An improved semidefinite programming relaxation for the satisfiability problem
- Solving nonconvex SDP problems of structural optimization with stability control
- On semidefinite programming relaxations for the satisfiability problem
- On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming
- Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
- An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
- A statistical learning theory approach for uncertain linear and bilinear matrix inequalities
- On the time-reparametrization of quasi-polynomial systems
- A primal-dual interior point method for nonlinear semidefinite programming
- Implementation of a primal-dual method for SDP on a shared memory parallel architecture
- Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
- Polynomial chaos-based \(\mathcal{H}_2\) output-feedback control of systems with probabilistic parametric uncertainties
- Cascading: An adjusted exchange method for robust conic programming
- A new non-linear semidefinite programming algorithm with an application to multidisciplinary free material optimization
- On the estimation of robustness and filtering ability of dynamic biochemical networks under process delays, internal parametric perturbations and external disturbances
- Coarse-convex-compactification approach to numerical solution of nonconvex variational problems
- Modular-topology optimization of structures and mechanisms with free material design and clustering
- Free Material Optimization for Plates and Shells
- Model recovery anti-windup for continuous-time rate and magnitude saturated linear plants
- An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
- A line search penalty-free method for nonlinear second-order cone programming
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- The method of moments for some one-dimensional, non-local, non-convex variational problems
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