MINOS
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Software:17235
swMATH5095MaRDI QIDQ17235FDOQ17235
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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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