MINOS

swMATH5095MaRDI QIDQ17235FDOQ17235

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

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• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• An optimization algorithm for a distributed-loop model of an avian urine concentrating mechanism
• A globally convergent penalty-free method for optimization with equality constraints and simple bounds
• Solving multistage stochastic networks: An application of scenario aggregation
• The optimization test environment
• A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
• Branch-and-sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. Part II: Convergence analysis and numerical results
• Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
• Using concave envelopes to globally solve the nonlinear sum of ratios problem
• An inexact-restoration method for nonlinear bilevel programming problems
• LPFML: A W3C XML schema for linear and integer programming
• Semidefinite relaxations of fractional programs via novel convexification techniques
• Breast Cancer Diagnosis and Prognosis Via Linear Programming
• Feasibility issues in a primal-dual interior-point method for linear programming
• The ABACUS system for branch-and-cut-and-price algorithms in integer programming and combinatorial optimization
• A planar single facility location and border crossing problem
• On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
• On an enumerative algorithm for solving eigenvalue complementarity problems
• Computational results of an interior point algorithm for large scale linear programming
• Global optimization of explicit strong-stability-preserving Runge-Kutta methods
• Inverse problem for kidney concentrating mechanism
• Efficient nested pricing in the simplex algorithm
• The use of the optimal partition in a linear programming solution for postoptimal analysis
• An XML-based schema for stochastic programs
• A primal-dual augmented Lagrangian
• An introduction to support vector machines and other kernel-based learning methods.
• An effective polynomial-time heuristic for the minimum-cardinality IIS set-covering problem
• Stochastic programming in water management: A case study and a comparison of solution techniques
• A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
• On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
• Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
• Parallel processors for planning under uncertainty
• Multisurface method of pattern separation for medical diagnosis applied to breast cytology.
• CONOPT—A Large-Scale GRG Code
• Global minimization using an augmented Lagrangian method with variable lower-level constraints
• Minimal-energy clusters of hard spheres
• Applying the progressive hedging algorithm to stochastic generalized networks
• Strategic financial risk management and operations research
• Multicategory classification by support vector machines
• Global minimum potential energy conformations of small molecules
• A branch-and-cut method for 0-1 mixed convex programming
• Exploiting integrality in the global optimization of mixed-integer nonlinear programming problems with BARON
• Implementation and computational results for the hierarchical algorithm for making sparse matrices sparser
• On the efficiency of multiplier methods for nonlinear network problems with nonlinear constraints
• A class of smoothing functions for nonlinear and mixed complementarity problems
• On the Implementation of a Primal-Dual Interior Point Method
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
• The design and application of IPMLO. A FORTRAN library for linear optimization with interior point methods
• Finding all solutions of nonlinearly constrained systems of equations
• A triangulation and fill-reducing initialization procedure for the simplex algorithm
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
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• Bilinear separation of two sets in \(n\)-space
• Multi-stage stochastic linear programs for portfolio optimization
• On robust optimization of two-stage systems
• CUTE
• Optimal cycle for a signalized intersection using global optimization and complementarity
• Low rank approximation of a Hankel matrix by structured total least norm
• Gradient projection methods for quadratic programs and applications in training support vector machines
• A comparison of complete global optimization solvers
• A branch-and-reduce approach to global optimization
• Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions
• Algorithms and Software for Convex Mixed Integer Nonlinear Programs
• An efficient method for nonlinearly constrained networks
• The eigenvalue complementarity problem
• TACO: a toolkit for AMPL control optimization
• MSLiP: A computer code for the multistage stochastic linear programming problem
• CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
• On the symmetric quadratic eigenvalue complementarity problem
• Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• On the asymmetric eigenvalue complementarity problem
• Interfaces to PATH 3.0: Design, implementation and usage
• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• QPCOMP: A quadratic programming based solver for mixed complementarity problems
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Optimizing the Delivery of Radiation Therapy to Cancer Patients
• Benchmarking optimization software with performance profiles.
• Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
• Locating Minimal Infeasible Constraint Sets in Linear Programs
• Disciplined convex programming
• The TOMLAB NLPLIB toolbox for nonlinear programming
• Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
• Parallel software for training large scale support vector machines on multiprocessor systems
• Route optimization for multiple searchers
• Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization
• BARON: A general purpose global optimization software package
• A presentation of GAMS for DEA
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• Variable Selection and Model Building via Likelihood Basis Pursuit
• A coordinate gradient descent method for nonsmooth separable minimization
• The symmetric eigenvalue complementarity problem
• Implementing Generating Set Search Methods for Linearly Constrained Minimization
• Methods for Global Concave Minimization: A Bibliographic Survey
• Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
• Self-adaptive support vector machines: modelling and experiments
• Smoothing methods for convex inequalities and linear complementarity problems

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