DFVLR-SQP

swMATH36348MaRDI QIDQ52050FDOQ52050

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Cited In (40)

• A multivariate Markov chain stock model
• The embedded isogeometric Kirchhoff-Love shell: from design to shape optimization of non-conforming stiffened multipatch structures
• Instance-dependent cost-sensitive learning for detecting transfer fraud
• Estimation of regional transition probabilities for spatial dynamic microsimulations from survey data lacking in regional detail
• Solving hybrid Boolean constraints in continuous space via multilinear Fourier expansions
• Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach
• Modelling hyaluronan degradation by Streptococcus pneumoniae hyaluronate lyase
• Boundary-conforming finite element methods for twin-screw extruders using spline-based parameterization techniques
• Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
• A new approach for computing consistent initial values and Taylor coefficients for DAEs using projector-based constrained optimization
• The kidney model as an inverse problem
• On the universal transformation of data-driven models to control systems
• Algorithm for solving the discrete-continuous inspection problem
• A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
• Material optimization to enhance delamination resistance of composite structures using viscous regularization
• Level-set topology optimization with many linear buckling constraints using an efficient and robust eigensolver
• A Review Selection Method for Finding an Informative Subset from Online Reviews
• Bayesian inference of heterogeneous epidemic models: application to COVID-19 spread accounting for long-term care facilities
• The role of PDE-based parameterization techniques in gradient-based IGA shape optimization applications
• Adjoint-based fluid dynamic design optimization in quasi-periodic unsteady flow problems using a harmonic balance method
• Discretization error control for constrained aerodynamic shape optimization
• A multi-objective Bayesian optimization environment for systematic design of numerical schemes for compressible flow
• Piecewise-global nonlinear model order reduction for PDE-constrained optimization in high-dimensional parameter spaces
• Optimal perturbations for controlling the growth of a Rayleigh–Taylor instability
• Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning
• An adaptive multipoint formulation for robust parametric optimization
• PyOpt: a python-based object-oriented framework for nonlinear constrained optimization
• The price leadership share: a new measure of price discovery in financial markets
• MVMOO: mixed variable multi-objective optimisation
• Caputo fractional derivative operational matrices of Legendre and Chebyshev wavelets in fractional delay optimal control
• An alternative derivation of the stationary distribution of the multivariate neutral Wright-Fisher model for low mutation rates with a view to mutation rate estimation from site frequency data
• Cross-entropy reduction of data matrix with restriction on information capacity of projectors and their norms
• Using a three-impulse maneuvering scheme for returning from the lunar orbit to the reentry point of the Earth's atmosphere
• A freely suspended robotic swimmer propelled by viscoelastic normal stresses
• Deterministic global optimization of process flowsheets in a reduced space using McCormick relaxations
• Deterministic global optimization with artificial neural networks embedded
• An adaptive multilevel Monte Carlo method with stochastic bounds for quantities of interest with uncertain data
• A simplicial homology algorithm for Lipschitz optimisation
• On sparse optimal regression trees
• Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models

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