The following pages link to Nicholas I. M. Gould (Q429519):
Displaying 50 items.
- How good are extrapolated bi-projection methods for linear feasibility problems? (Q429520) (← links)
- An interior-point trust-funnel algorithm for nonlinear optimization (Q507313) (← links)
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results (Q535013) (← links)
- New crash procedures for large systems of linear constraints (Q584077) (← links)
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity (Q652287) (← links)
- Sensitivity of trust-region algorithms to their parameters (Q816577) (← links)
- On solving trust-region and other regularised subproblems in optimization (Q977328) (← links)
- A note on the convergence of barrier algorithms to second-order necessary points (Q1300281) (← links)
- A primal-dual trust-region algorithm for non-convex nonlinear programming (Q1591480) (← links)
- Componentwise fast convergence in the solution of full-rank systems of nonlinear equations (Q1849502) (← links)
- An iterative working-set method for large-scale nonconvex quadratic programming (Q1862010) (← links)
- An algorithm for nonlinear optimization using linear programming and equality constrained subproblems (Q1890303) (← links)
- A dual gradient-projection method for large-scale strictly convex quadratic problems (Q2012229) (← links)
- Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties (Q2018512) (← links)
- On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces (Q2192591) (← links)
- Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models (Q2337587) (← links)
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization (Q2352415) (← links)
- Trajectory-following methods for large-scale degenerate convex quadratic programming (Q2392932) (← links)
- A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions (Q2393063) (← links)
- Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems (Q2419539) (← links)
- How good are projection methods for convex feasibility problems? (Q2427393) (← links)
- On the complexity of finding first-order critical points in constrained nonlinear optimization (Q2452373) (← links)
- Using constraint preconditioners with regularized saddle-point problems (Q2643616) (← links)
- (Q2712827) (← links)
- Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming (Q2719236) (← links)
- (Q2760354) (← links)
- On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization (Q2780584) (← links)
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience (Q2811487) (← links)
- On the Evaluation Complexity of Cubic Regularization Methods for Potentially Rank-Deficient Nonlinear Least-Squares Problems and Its Relevance to Constrained Nonlinear Optimization (Q2866197) (← links)
- A second-derivative SQP method with a 'trust-region-free' predictor step (Q2882358) (← links)
- Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization (Q2885470) (← links)
- On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization (Q2902870) (← links)
- A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results (Q2949516) (← links)
- A fast method for binary programming using first-order derivatives, with application to topology optimization with buckling constraints (Q2952141) (← links)
- On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions (Q3033234) (← links)
- A Second Derivative SQP Method: Global Convergence (Q3058520) (← links)
- A Second Derivative SQP Method: Local Convergence and Practical Issues (Q3058521) (← links)
- Preconditioning Saddle-Point Systems with Applications in Optimization (Q3079333) (← links)
- The State-of-the-Art of Preconditioners for Sparse Linear Least-Squares Problems (Q3133587) (← links)
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds (Q3212211) (← links)
- On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming (Q3225248) (← links)
- A weighted gram-schmidt method for convex quadratic programming (Q3337227) (← links)
- An Algorithm for Large-Scale Quadratic Programming (Q3349883) (← links)
- A numerical evaluation of sparse direct solvers for the solution of large sparse symmetric linear systems of equations (Q3549203) (← links)
- Spectral Analysis of Saddle Point Matrices with Indefinite Leading Blocks (Q3584152) (← links)
- On the Location of Directions of Infinite Descent for Nonlinear Programming Algorithms (Q3700718) (← links)
- On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem (Q3720303) (← links)
- An exact penalty function for semi-infinite programming (Q3762085) (← links)
- Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables (Q3788978) (← links)
- On the Convergence of a Sequential Penalty Function Method for Constrained Minimization (Q3819911) (← links)
