The following pages link to Philip E. Gill (Q312691):
Displayed 50 items.
- Primal and dual active-set methods for convex quadratic programming (Q312693) (← links)
- A primal-dual augmented Lagrangian (Q434173) (← links)
- A stabilized SQP method: superlinear convergence (Q526843) (← links)
- State and parameter estimation in nonlinear systems as an optimal tracking problem (Q637404) (← links)
- George B. Dantzig and systems optimization (Q951088) (← links)
- Recent developments in constrained optimization (Q1112728) (← links)
- Aspects of mathematical modelling related to optimization (Q1155943) (← links)
- A practical anti-cycling procedure for linearly constrained optimization (Q1264089) (← links)
- An SQP method for the optimal control of large-scale dynamical systems (Q1578856) (← links)
- A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints (Q1713287) (← links)
- Maintaining LU factors of a general sparse matrix (Q1822448) (← links)
- A primal-dual trust region algorithm for nonlinear optimization (Q1890304) (← links)
- Primal-dual methods for linear programming (Q1924065) (← links)
- Methods for convex and general quadratic programming (Q2356335) (← links)
- Algebraic tensegrity form-finding (Q2385880) (← links)
- Optimization of tensegrity structures (Q2456057) (← links)
- A numerically stable form of the simplex algorithm (Q2558746) (← links)
- Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization (Q2784409) (← links)
- Sequential Quadratic Programming Methods (Q2897297) (← links)
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method (Q3026741) (← links)
- (Q3317657) (← links)
- (Q3328269) (← links)
- A weighted gram-schmidt method for convex quadratic programming (Q3337227) (← links)
- (Q3340642) (← links)
- (Q3343786) (← links)
- Inertia-Controlling Methods for General Quadratic Programming (Q3362089) (← links)
- Iterative Solution of Augmented Systems Arising in Interior Methods (Q3503213) (← links)
- Iterative Methods for Finding a Trust-region Step (Q3563924) (← links)
- A Subspace Minimization Method for the Trust-Region Step (Q3586143) (← links)
- Computing Forward-Difference Intervals for Numerical Optimization (Q3660800) (← links)
- Procedures for optimization problems with a mixture of bounds and general linear constraints (Q3675917) (← links)
- (Q3688112) (← links)
- (Q3694573) (← links)
- Properties of a representation of a basis for the null space (Q3702391) (← links)
- (Q3714911) (← links)
- (Q3742626) (← links)
- The computation of Lagrange-multiplier estimates for constrained minimization (Q3858049) (← links)
- (Q3917906) (← links)
- A note on a sufficient-decrease criterion for a non-derivative step-length procedure (Q3941205) (← links)
- On the Identification of Local Minimizers in Inertia-Controlling Methods for Quadratic Programming (Q3980616) (← links)
- Preconditioners for Indefinite Systems Arising in Optimization (Q3988991) (← links)
- Newton-type methods for unconstrained and linearly constrained optimization (Q4051917) (← links)
- (Q4088211) (← links)
- Methods for Computing and Modifying the LDV Factors of a Matrix (Q4107841) (← links)
- (Q4114698) (← links)
- Numerically stable methods for quadratic programming (Q4152038) (← links)
- Algorithms for the Solution of the Nonlinear Least-Squares Problem (Q4185751) (← links)
- The Design and Structure of a Fortran Program Library for Optimization (Q4198045) (← links)
- Primal-Dual Interior Methods for Nonconvex Nonlinear Programming (Q4229467) (← links)
- (Q4249816) (← links)