swMATH5161MaRDI QIDQ17301FDOQ17301
Author name not available (Why is that?)
Official website: https://www-rocq.inria.fr/~gilbert/modulopt/optimization-routines/sqplab/sqplab.html
Cited In (only showing first 100 items - show all)
- A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods
- A quantum genetic algorithm for optimization problems on the Bloch sphere
- A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems
- Inverse problem for a class of nonlinear elliptic equations with entropy solution
- Large-scale unit commitment under uncertainty: an updated literature survey
- A new sequential optimality condition for constrained nonsmooth optimization
- A vectorized regularization method for multivalued parameters identification
- Qualification Conditions in Semialgebraic Programming
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
- An inexact variable metric proximal point algorithm for generic quasi-Newton acceleration
- Micromorphic computational homogenization for mechanical metamaterials with patterning fluctuation fields
- Topology optimization design of stretchable metamaterials with Bézier skeleton explicit density (BSED) representation algorithm
- A novel high-order functional based image registration model with inequality constraint
- Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions
- Epi-regularization of risk measures
- Finding the optimal opening time of harvesting farmed fishery resources
- Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- A Nash game based variational model for joint image intensity correction and registration to deal with varying illumination
- A feasible point method with bundle modification for nonsmooth convex constrained optimization
- A feasibility-ensured Lagrangian heuristic for general decomposable problems
- Properties of the sign gradient descent algorithms
- A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
- A generalized hybrid CGPM-based algorithm for solving large-scale convex constrained equations with applications to image restoration
- A primal-dual algorithm for risk minimization
- A proximal bundle method with exact penalty technique and bundle modification strategy for nonconvex nonsmooth constrained optimization
- A Newton solver for micromorphic computational homogenization enabling multiscale buckling analysis of pattern-transforming metamaterials
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
- A sliding window algorithm for energy distribution system with storage
- A three-term recurrence relation for accurate evaluation of transition probabilities of the simple birth-and-death process
- A unified framework for high-order numerical discretizations of variational inequalities
- Risk-averse stochastic programming and distributionally robust optimization via operator splitting
- Heat and electricity market coordination: a scalable complementarity approach
- A proximal-projection partial bundle method for convex constrained minimax problems
- A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
- Convergent conformal energy minimization for the computation of disk parameterizations
- An Algorithmic Characterization of P-matricity II: Adjustments, Refinements, and Validation
- A proximal interior point algorithm with applications to image processing
- On the stabilization of singular identification problem of an unknown discontinuous diffusion parameter in elliptic equation
- Dual norm based iterative methods for image restoration
- Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
- Allee optimal control of a system in ecology
- Physics constrained learning for data-driven inverse modeling from sparse observations
- A proximal bundle method-based algorithm with penalty strategy and inexact oracles for constrained nonsmooth nonconvex optimization
- A Lagrangian heuristic for the multicommodity capacitated location problem with balancing requirements
- Superlinear convergence of the sequential quadratic method in constrained optimization
- Global optimality conditions and exact penalization
- Some new facts about sequential quadratic programming methods employing second derivatives
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- A multi-step doubly stabilized bundle method for nonsmooth convex optimization
- A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem
- A simple version of bundle method with linear programming
- SABRINA: a stochastic subspace majorization-minimization algorithm
- Hybrid global search algorithm with genetic blocks for solving hexamatrix games
- A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach
- Langevin dynamics with constraints and computation of free energy differences
- A posteriori estimates distinguishing the error components and adaptive stopping criteria for numerical approximations of parabolic variational inequalities
- Conjugate gradient-type algorithms for frictional multi-contact problems: applications to granular materials
- Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries
- The hybrid proximal decomposition method applied to the computation of a Nash equilibrium for hydrothermal electricity markets
- A discussion of probability functions and constraints from a variational perspective
- A numerical approach for shape optimization of fluid flow domains
- Global convergence of quasi-Newton methods based on adjoint Broyden updates
- Outer-approximation algorithms for nonsmooth convex MINLP problems
- A class of Benders decomposition methods for variational inequalities
- Optimizing parameters in clinical trials with a randomized start or withdrawal design
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- Interactive model-based search for global optimization
- Numerical approximation of continuous traffic congestion equilibria
- Modelling and parameter identification for a nonlinear time-delay system in microbial batch fermentation
- A method for constrained multiobjective optimization based on SQP techniques
- On the local convergence analysis of the gradient sampling method for finite max-functions
- Local convergence of filter methods for equality constrained non-linear programming
- A unifying polyhedral approximation framework for convex optimization
- The homogenization method for topology optimization of structures: old and new
- A fast gradient and function sampling method for finite-max functions
- A modified hybrid genetic algorithm for solving nonlinear optimal control problems
- A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
- Global optimization of multilevel electricity market models including network design and graph partitioning
- A continuum three-zone model for swarms
- Solving inverse problems involving the Navier--Stokes equations discretized by a Lagrange--Galerkin method
- Computational efficiency of the simplex embedding method in convex nondifferentiable optimization
- Proximal bundle methods for nonsmooth DC programming
- Computing proximal points of convex functions with inexact subgradients
- Adjoint method for an inverse problem of CCPF model
- Multi-phase algorithm design for accurate and efficient model fitting
- Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
- Dynamic bundle methods
- Perron vector optimization applied to search engines
- Switching systems: active mode recognition, identification of the switching law
- On optimal control of a sweeping process coupled with an ordinary differential equation
- Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- Optimization algorithms for parameter identification in parabolic partial differential equations
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- On optimization of finite-difference time-domain (FDTD) computation on heterogeneous and GPU clusters
- Approximate derivative computations for the gradient-based optimization methods in the local gradual deformation for history matching
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- Stand_and_Adapt_Bend
This page was built for software: SQPlab